-39.5%
CAG vs ACI
+17.4%
-56.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.5% |
| 7D | -5.9% | -7.1% | +1.2% | -4.6% |
| 30D | -1.5% | -4.5% | +2.9% | -0.7% |
| 3M | +11.5% | -22.3% | +33.7% | +15.9% |
| 6M | -15.7% | -28.4% | +12.7% | -11.1% |
| YTD | -10.2% | -29.5% | +19.3% | -5.0% |
| 1Y | -18.1% | -34.2% | +16.2% | -12.5% |
| 3Y | -39.4% | -45.7% | +6.3% | -33.7% |
| 5Y | -42.6% | -40.8% | -1.8% | -38.8% |
| All | -39.5% | +17.4% | -56.9% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling