+21.6%
ACI vs USHY
+40.3%
-18.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -3.7% | -0.7% | -3.1% | -3.4% |
| 30D | +0.6% | -0.7% | +1.3% | +1.0% |
| 3M | -20.3% | +0.1% | -20.4% | -20.3% |
| 6M | -24.7% | +1.8% | -26.4% | -25.3% |
| YTD | -27.2% | +1.8% | -29.0% | -27.9% |
| 1Y | -32.7% | +3.3% | -36.0% | -33.9% |
| 3Y | -43.9% | +27.0% | -70.9% | -51.2% |
| 5Y | -38.9% | +21.0% | -59.9% | -46.0% |
| All | +21.6% | +40.3% | -18.7% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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