+21.6%
ACI vs TXG
-21.4%
+43.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +3.2% |
| 7D | -3.7% | +9.5% | -13.2% | -3.8% |
| 30D | +0.6% | +18.8% | -18.2% | +0.5% |
| 3M | -20.3% | +136.1% | -156.4% | -21.0% |
| 6M | -24.7% | +235.2% | -259.9% | -25.7% |
| YTD | -27.2% | +320.5% | -347.8% | -28.7% |
| 1Y | -32.7% | +425.2% | -457.9% | -34.5% |
| 3Y | -43.9% | +42.9% | -86.8% | -44.2% |
| 5Y | -38.9% | -62.8% | +24.0% | -43.3% |
| All | +21.6% | -21.4% | +43.0% | -3.5% |
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