+19.3%
ACI vs Z
-45.5%
+64.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | -5.0% | -7.1% | +2.0% | -4.9% |
| 30D | -2.3% | -4.8% | +2.5% | -2.2% |
| 3M | -23.2% | -9.3% | -13.9% | -23.1% |
| 6M | -29.5% | -29.0% | -0.5% | -29.3% |
| YTD | -28.6% | -52.9% | +24.3% | -28.0% |
| 1Y | -34.0% | -63.1% | +29.1% | -33.3% |
| 3Y | -45.0% | -36.9% | -8.1% | -44.6% |
| 5Y | -44.0% | -65.5% | +21.5% | -46.3% |
| All | +19.3% | -45.5% | +64.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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