-25.8%
ACN vs CI
+49.5%
-75.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -3.8% | +1.2% | -5.0% | -4.0% |
| 30D | +16.5% | +2.6% | +14.0% | +16.2% |
| 3M | +41.5% | +7.4% | +34.0% | +40.0% |
| 6M | +60.1% | -0.1% | +60.2% | +60.0% |
| YTD | -3.9% | +9.7% | -13.7% | -5.6% |
| 1Y | +4.1% | +12.1% | -8.0% | +1.9% |
| 3Y | -15.9% | +7.0% | -22.9% | -18.7% |
| All | -25.8% | +49.5% | -75.3% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling