+30.3%
ACI vs THC
+1,503.5%
-1,473.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.3% |
| 7D | -2.2% | +3.7% | -5.9% | -2.5% |
| 30D | +10.3% | +9.0% | +1.3% | +9.4% |
| 3M | +7.2% | +10.4% | -3.2% | +6.2% |
| 6M | -18.0% | +45.7% | -63.7% | -21.0% |
| YTD | -22.0% | +42.6% | -64.6% | -24.9% |
| 1Y | -23.4% | +38.8% | -62.1% | -26.2% |
| 3Y | -35.8% | +418.8% | -454.7% | -46.5% |
| 5Y | -43.7% | +275.7% | -319.3% | -52.3% |
| All | +30.3% | +1,503.5% | -1,473.1% | -3.1% |
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