-43.6%
ACI vs USFR
+14.0%
-57.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.4% |
| 7D | -2.6% | +0.1% | -2.6% | -2.8% |
| 30D | +1.1% | +0.3% | +0.8% | -0.3% |
| 3M | -23.6% | +1.0% | -24.6% | -27.0% |
| 6M | -29.9% | +1.9% | -31.9% | -35.8% |
| YTD | -26.9% | +2.7% | -29.5% | -34.8% |
| 1Y | -34.2% | +4.0% | -38.3% | -44.3% |
| 3Y | -43.6% | +14.0% | -57.7% | -52.1% |
| All | -43.6% | +14.0% | -57.7% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling