-45.0%
ACI vs VSXY
+353.1%
-398.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.4% |
| 7D | -5.0% | -10.7% | +5.7% | -5.0% |
| 30D | -2.3% | -24.3% | +21.9% | -2.1% |
| 3M | -23.2% | +1.0% | -24.2% | -23.1% |
| 6M | -29.5% | +57.4% | -86.8% | -29.6% |
| YTD | -28.6% | +39.8% | -68.4% | -28.7% |
| 1Y | -34.0% | +196.5% | -230.5% | -34.9% |
| All | -45.0% | +353.1% | -398.1% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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