+31.0%
ACN vs ACI
+33.9%
-2.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -5.7% | -0.5% | -5.3% | -5.7% |
| 30D | +17.0% | +4.9% | +12.1% | +16.1% |
| 3M | +39.9% | +11.1% | +28.8% | +37.5% |
| 6M | +50.2% | -14.9% | +65.1% | +52.3% |
| YTD | -4.2% | -19.6% | +15.5% | -2.3% |
| 1Y | +4.3% | -22.7% | +27.0% | +6.7% |
| 3Y | -17.1% | -31.2% | +14.1% | -14.5% |
| 5Y | -26.5% | -42.3% | +15.8% | -24.0% |
| All | +31.0% | +33.9% | -2.8% | +22.4% |
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