+26.3%
ACI vs TRU
-3.6%
+29.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +0.2% |
| 7D | +0.2% | -6.8% | +6.9% | +0.8% |
| 30D | +5.9% | 0.0% | +5.9% | +5.9% |
| 3M | -19.8% | +13.3% | -33.1% | -20.6% |
| 6M | -24.7% | +3.4% | -28.2% | -25.1% |
| YTD | -24.4% | -6.4% | -18.0% | -24.3% |
| 1Y | -31.5% | -9.7% | -21.8% | -31.3% |
| 3Y | -38.7% | +0.1% | -38.8% | -39.7% |
| 5Y | -42.8% | -34.0% | -8.8% | -43.6% |
| All | +26.3% | -3.6% | +29.9% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling