-40.8%
ACI vs TRU
-36.7%
-4.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.3% |
| 7D | -7.1% | -9.4% | +2.3% | -6.1% |
| 30D | -4.5% | -4.1% | -0.4% | -4.1% |
| 3M | -22.3% | +13.6% | -35.9% | -23.2% |
| 6M | -28.4% | +3.6% | -32.0% | -28.8% |
| YTD | -29.5% | -9.8% | -19.7% | -29.1% |
| 1Y | -34.2% | -13.6% | -20.6% | -33.7% |
| 3Y | -45.7% | -2.0% | -43.7% | -46.5% |
| 5Y | -40.8% | -35.8% | -5.0% | -41.7% |
| All | -40.8% | -36.7% | -4.1% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling