-43.1%
ACI vs TAP
+2.2%
-45.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +0.2% | -2.3% | +2.5% | +0.8% |
| 30D | +5.9% | -2.1% | +8.1% | +6.4% |
| 3M | -19.8% | +6.6% | -26.4% | -21.0% |
| 6M | -24.7% | -11.5% | -13.2% | -22.6% |
| YTD | -24.4% | -10.3% | -14.1% | -22.6% |
| 1Y | -31.5% | -14.4% | -17.1% | -29.3% |
| 3Y | -38.7% | -28.3% | -10.4% | -35.0% |
| All | -43.1% | +2.2% | -45.2% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling