+21.6%
ACI vs USFR
+20.6%
+1.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.0% |
| 7D | -3.7% | +0.1% | -3.9% | -4.2% |
| 30D | +0.6% | +0.4% | +0.2% | -0.6% |
| 3M | -20.3% | +1.0% | -21.4% | -23.2% |
| 6M | -24.7% | +2.0% | -26.6% | -29.8% |
| YTD | -27.2% | +2.8% | -30.0% | -33.9% |
| 1Y | -32.7% | +4.1% | -36.8% | -41.5% |
| 3Y | -43.9% | +14.1% | -58.1% | -62.0% |
| 5Y | -38.9% | +20.6% | -59.4% | -68.8% |
| All | +21.6% | +20.6% | +1.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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