-22.5%
ACN vs ACI
-43.3%
+20.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.0% |
| 7D | +0.9% | -2.2% | +3.1% | +1.3% |
| 30D | +33.5% | +10.3% | +23.2% | +30.8% |
| 3M | +53.5% | +7.2% | +46.3% | +51.2% |
| 6M | +52.2% | -18.0% | +70.2% | +56.0% |
| YTD | -0.1% | -22.0% | +21.9% | +2.9% |
| 1Y | +11.0% | -23.4% | +34.4% | +14.7% |
| 3Y | -11.8% | -35.8% | +24.0% | -7.1% |
| All | -22.5% | -43.3% | +20.9% | -19.5% |
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