-42.9%
ACN vs ACI
-44.9%
+2.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.9% | -3.5% |
| 7D | -4.8% | -2.6% | -2.2% | -4.4% |
| 30D | +1.9% | +1.1% | +0.8% | +1.7% |
| 3M | +3.9% | -23.6% | +27.5% | +7.9% |
| 6M | -15.0% | -29.9% | +14.9% | -10.8% |
| YTD | -31.9% | -26.9% | -5.0% | -29.1% |
| 1Y | -28.5% | -34.2% | +5.7% | -24.5% |
| 3Y | -41.9% | -43.6% | +1.7% | -37.7% |
| 5Y | -42.9% | -42.4% | -0.5% | -40.7% |
| All | -42.9% | -44.9% | +2.1% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling