+33.3%
ACI vs TXG
-33.3%
+66.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.8% |
| 7D | +2.3% | -1.8% | +4.1% | +2.3% |
| 30D | +1.2% | -20.4% | +21.6% | +1.3% |
| 3M | +6.8% | +0.1% | +6.7% | +6.6% |
| 6M | -18.7% | +176.2% | -194.9% | -19.8% |
| YTD | -20.2% | +256.8% | -277.0% | -21.9% |
| 1Y | -23.7% | +255.9% | -279.6% | -25.3% |
| 3Y | -31.6% | +60.2% | -91.9% | -32.4% |
| 5Y | -42.8% | -65.1% | +22.3% | -46.7% |
| All | +33.3% | -33.3% | +66.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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