+151.8%
ACN vs CI
+145.6%
+6.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.0% |
| 7D | -5.7% | -1.7% | -4.0% | -5.3% |
| 30D | +17.0% | +4.9% | +12.2% | +15.6% |
| 3M | +39.9% | +7.4% | +32.5% | +37.2% |
| 6M | +50.2% | +0.4% | +49.8% | +49.8% |
| YTD | -4.2% | +9.5% | -13.6% | -7.1% |
| 1Y | +4.3% | +12.0% | -7.7% | +0.4% |
| 3Y | -17.1% | +7.1% | -24.2% | -22.2% |
| 5Y | -26.5% | +49.3% | -75.8% | -40.0% |
| All | +151.8% | +145.6% | +6.2% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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