+532.1%
CIEN vs ACI
+18.9%
+513.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.9% |
| 7D | -4.6% | -5.0% | +0.5% | -4.5% |
| 30D | -12.8% | -2.3% | -10.5% | -12.8% |
| 3M | -23.1% | -23.2% | +0.1% | -22.3% |
| 6M | +6.1% | -29.5% | +35.6% | +7.6% |
| YTD | +44.5% | -28.6% | +73.1% | +46.0% |
| 1Y | +176.6% | -34.0% | +210.7% | +181.7% |
| 3Y | +601.0% | -45.0% | +645.9% | +625.1% |
| 5Y | +509.1% | -44.0% | +553.1% | +518.5% |
| All | +532.1% | +18.9% | +513.3% | +434.7% |
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