+33.3%
ACN vs ACI
+31.1%
+2.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -2.5% | -5.9% | +3.4% | -1.5% |
| 30D | +22.6% | +7.2% | +15.4% | +21.2% |
| 3M | +45.9% | +8.8% | +37.1% | +44.0% |
| 6M | +43.8% | -17.2% | +61.0% | +46.5% |
| YTD | -2.5% | -21.3% | +18.8% | -0.3% |
| 1Y | +6.5% | -23.7% | +30.2% | +9.3% |
| 3Y | -14.2% | -32.8% | +18.7% | -11.2% |
| 5Y | -24.4% | -41.4% | +17.0% | -21.8% |
| All | +33.3% | +31.1% | +2.2% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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