+21.6%
ACI vs TRU
-6.2%
+27.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.2% |
| 7D | -3.7% | -2.7% | -1.0% | -3.5% |
| 30D | +0.6% | -2.0% | +2.6% | +0.7% |
| 3M | -20.3% | +18.4% | -38.8% | -21.4% |
| 6M | -24.7% | +8.9% | -33.5% | -25.3% |
| YTD | -27.2% | -8.9% | -18.3% | -26.9% |
| 1Y | -32.7% | -15.9% | -16.8% | -32.1% |
| 3Y | -43.9% | -1.1% | -42.8% | -44.8% |
| 5Y | -38.9% | -35.2% | -3.7% | -39.5% |
| All | +21.6% | -6.2% | +27.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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