-8.6%
ACN vs ACI
+18.9%
-27.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -6.3% | -5.0% | -1.3% | -5.6% |
| 30D | -1.4% | -2.3% | +0.9% | -1.0% |
| 3M | +2.6% | -23.2% | +25.7% | +5.9% |
| 6M | -14.3% | -29.5% | +15.2% | -10.8% |
| YTD | -33.1% | -28.6% | -4.5% | -30.6% |
| 1Y | -28.8% | -34.0% | +5.2% | -25.5% |
| 3Y | -43.0% | -45.0% | +2.0% | -39.4% |
| 5Y | -44.0% | -44.0% | 0.0% | -41.4% |
| All | -8.6% | +18.9% | -27.5% | -12.9% |
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