+349.8%
CIEN vs ACI
-39.7%
+389.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +1.3% |
| 7D | -9.3% | -0.6% | -8.7% | -9.3% |
| 30D | -39.5% | +9.5% | -49.0% | -38.9% |
| 3M | -29.8% | +10.1% | -39.9% | -29.1% |
| 6M | -50.4% | -15.4% | -35.0% | -49.9% |
| YTD | +16.3% | -19.5% | +35.9% | +17.3% |
| 1Y | +30.4% | -21.0% | +51.3% | +31.6% |
| 3Y | +516.6% | -31.2% | +547.8% | +522.3% |
| 5Y | +349.8% | -40.6% | +390.3% | +351.4% |
| All | +349.8% | -39.7% | +389.4% | +351.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling