+17.7%
ACI vs TXT
+144.5%
-126.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -7.1% | -0.2% | -6.9% | -7.0% |
| 30D | -4.5% | -10.2% | +5.7% | -3.0% |
| 3M | -22.3% | -13.3% | -9.0% | -20.9% |
| 6M | -28.4% | -14.4% | -14.1% | -27.1% |
| YTD | -29.5% | -9.1% | -20.4% | -29.0% |
| 1Y | -34.2% | -2.2% | -32.1% | -34.6% |
| 3Y | -45.7% | +5.1% | -50.7% | -47.1% |
| 5Y | -40.8% | +12.8% | -53.6% | -43.8% |
| All | +17.7% | +144.5% | -126.8% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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