+22.2%
ACI vs THC
+1,366.1%
-1,343.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.1% |
| 7D | -2.6% | -2.6% | 0.0% | -2.3% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | -23.6% | +58.9% | -82.6% | -27.0% |
| 6M | -29.9% | +9.3% | -39.3% | -30.8% |
| YTD | -26.9% | +30.4% | -57.2% | -29.0% |
| 1Y | -34.2% | +34.6% | -68.8% | -36.5% |
| 3Y | -43.6% | +246.7% | -290.3% | -51.1% |
| 5Y | -42.4% | +244.5% | -286.9% | -50.9% |
| All | +22.2% | +1,366.1% | -1,343.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling