+88.7%
ACN vs CI
+142.6%
-53.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.6% |
| 7D | -4.8% | -2.0% | -2.8% | -4.3% |
| 30D | +1.9% | -1.8% | +3.7% | +2.4% |
| 3M | +3.9% | -4.2% | +8.1% | +5.1% |
| 6M | -15.0% | +2.7% | -17.7% | -16.0% |
| YTD | -31.9% | +1.9% | -33.8% | -32.7% |
| 1Y | -28.5% | -6.3% | -22.3% | -28.3% |
| 3Y | -41.9% | +3.9% | -45.8% | -45.2% |
| 5Y | -42.9% | +41.9% | -84.7% | -52.7% |
| 10Y | +88.7% | +140.4% | -51.7% | +38.1% |
| All | +88.7% | +142.6% | -53.8% | +38.1% |
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