-39.7%
ACI vs VSXY
+22.6%
-62.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.2% | +3.1% |
| 7D | -3.7% | +0.1% | -3.9% | -3.8% |
| 30D | +0.6% | -18.7% | +19.3% | +1.4% |
| 3M | -20.3% | -4.0% | -16.4% | -20.3% |
| 6M | -24.7% | +67.5% | -92.1% | -26.7% |
| YTD | -27.2% | +39.7% | -66.9% | -28.8% |
| 1Y | -32.7% | +180.0% | -212.7% | -36.8% |
| 3Y | -43.9% | +337.3% | -381.2% | -51.2% |
| All | -39.7% | +22.6% | -62.4% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling