+21.6%
ACI vs ZBRA
+38.2%
-16.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +3.1% |
| 7D | -3.7% | -3.4% | -0.3% | -3.4% |
| 30D | +0.6% | -7.4% | +8.0% | +1.4% |
| 3M | -20.3% | +57.5% | -77.8% | -23.8% |
| 6M | -24.7% | +64.0% | -88.6% | -28.4% |
| YTD | -27.2% | +44.3% | -71.5% | -30.2% |
| 1Y | -32.7% | +10.9% | -43.6% | -33.9% |
| 3Y | -43.9% | +37.5% | -81.4% | -47.1% |
| 5Y | -38.9% | -39.7% | +0.8% | -37.8% |
| All | +21.6% | +38.2% | -16.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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