-44.0%
ACI vs TXT
+13.4%
-57.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -5.0% | +0.8% | -5.9% | -5.2% |
| 30D | -2.3% | -10.4% | +8.1% | -0.4% |
| 3M | -23.2% | -14.3% | -8.8% | -21.2% |
| 6M | -29.5% | -15.1% | -14.4% | -27.7% |
| YTD | -28.6% | -8.3% | -20.3% | -28.1% |
| 1Y | -34.0% | -0.7% | -33.3% | -34.8% |
| 3Y | -45.0% | +6.0% | -51.0% | -47.4% |
| 5Y | -44.0% | +12.5% | -56.5% | -48.7% |
| All | -44.0% | +13.4% | -57.4% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling