+26.3%
ACI vs THC
+1,400.0%
-1,373.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +0.2% | -0.7% | +0.8% | +0.2% |
| 30D | +5.9% | +1.3% | +4.6% | +5.8% |
| 3M | -19.8% | +64.2% | -84.0% | -23.5% |
| 6M | -24.7% | +8.3% | -33.0% | -25.5% |
| YTD | -24.4% | +33.4% | -57.8% | -26.8% |
| 1Y | -31.5% | +37.7% | -69.2% | -33.9% |
| 3Y | -38.7% | +236.8% | -275.5% | -46.6% |
| 5Y | -42.8% | +249.3% | -292.1% | -51.3% |
| All | +26.3% | +1,400.0% | -1,373.7% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling