-34.0%
ACI vs TAP
-19.6%
-14.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | -5.0% | -5.1% | 0.0% | -2.8% |
| 30D | -2.3% | -8.4% | +6.1% | +1.5% |
| 3M | -23.2% | -3.9% | -19.3% | -21.7% |
| 6M | -29.5% | -14.4% | -15.1% | -25.1% |
| YTD | -28.6% | -14.7% | -13.9% | -24.8% |
| 1Y | -34.0% | -18.7% | -15.4% | -28.5% |
| All | -34.0% | -19.6% | -14.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling