-40.8%
ACI vs TROW
-38.9%
-1.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -7.1% | -3.0% | -4.1% | -6.7% |
| 30D | -4.5% | -5.5% | +1.0% | -3.8% |
| 3M | -22.3% | +2.3% | -24.5% | -22.6% |
| 6M | -28.4% | +23.9% | -52.3% | -30.6% |
| YTD | -29.5% | +7.9% | -37.4% | -30.4% |
| 1Y | -34.2% | +6.1% | -40.4% | -35.0% |
| 3Y | -45.7% | +13.8% | -59.5% | -47.4% |
| 5Y | -40.8% | -38.2% | -2.6% | -41.4% |
| All | -40.8% | -38.9% | -1.9% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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