+31.5%
ACI vs TXT
+163.8%
-132.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.6% |
| 7D | -5.9% | -3.5% | -2.4% | -5.4% |
| 30D | +7.2% | +15.2% | -7.9% | +5.0% |
| 3M | +8.8% | -4.5% | +13.3% | +9.4% |
| 6M | -17.2% | -6.1% | -11.1% | -16.7% |
| YTD | -21.3% | -2.0% | -19.3% | -21.6% |
| 1Y | -23.7% | +4.2% | -28.0% | -24.9% |
| 3Y | -32.8% | +14.4% | -47.2% | -35.5% |
| 5Y | -41.4% | +12.3% | -53.7% | -44.9% |
| All | +31.5% | +163.8% | -132.2% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling