+22.2%
ACI vs VICR
+177.3%
-155.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.3% |
| 7D | -2.6% | +9.8% | -12.4% | -2.6% |
| 30D | +1.1% | -12.6% | +13.7% | +1.1% |
| 3M | -23.6% | -29.7% | +6.0% | -23.6% |
| 6M | -29.9% | +18.8% | -48.8% | -30.8% |
| YTD | -26.9% | +76.4% | -103.2% | -28.8% |
| 1Y | -34.2% | +282.4% | -316.6% | -37.7% |
| 3Y | -43.6% | +206.2% | -249.8% | -47.0% |
| 5Y | -42.4% | +53.9% | -96.3% | -46.2% |
| All | +22.2% | +177.3% | -155.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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