-42.4%
ACI vs ZBRA
-45.5%
+3.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +1.2% | -14.0% | +15.3% | +2.7% |
| 3M | +6.8% | -14.7% | +21.4% | +8.3% |
| 6M | -18.7% | +31.3% | -50.0% | -21.1% |
| YTD | -20.2% | +33.4% | -53.7% | -22.9% |
| 1Y | -23.7% | +34.1% | -57.8% | -26.3% |
| 3Y | -31.6% | +59.9% | -91.6% | -36.7% |
| All | -42.4% | -45.5% | +3.1% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling