-45.0%
ACI vs TRU
-2.1%
-42.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | -5.0% | -6.5% | +1.4% | -4.6% |
| 30D | -2.3% | -2.5% | +0.2% | -2.1% |
| 3M | -23.2% | +10.4% | -33.6% | -23.6% |
| 6M | -29.5% | +1.6% | -31.1% | -29.6% |
| YTD | -28.6% | -9.7% | -18.9% | -28.3% |
| 1Y | -34.0% | -17.3% | -16.8% | -33.5% |
| All | -45.0% | -2.1% | -42.8% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling