-31.6%
ACI vs TXG
+65.2%
-96.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.8% |
| 7D | +2.3% | -1.8% | +4.1% | +2.2% |
| 30D | +1.2% | -20.4% | +21.6% | +0.9% |
| 3M | +6.8% | +0.1% | +6.7% | +6.8% |
| 6M | -18.7% | +176.2% | -194.9% | -18.6% |
| YTD | -20.2% | +256.8% | -277.0% | -20.5% |
| 1Y | -23.7% | +255.9% | -279.6% | -24.0% |
| 3Y | -31.6% | +60.2% | -91.9% | -30.9% |
| All | -31.6% | +65.2% | -96.9% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling