+506.7%
CIEN vs ACI
-44.9%
+551.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.3% | +9.6% | +6.2% |
| 7D | -5.3% | -2.6% | -2.7% | -5.4% |
| 30D | -17.2% | +1.1% | -18.3% | -17.2% |
| 3M | -26.9% | -23.6% | -3.2% | -26.7% |
| 6M | +16.0% | -29.9% | +46.0% | +16.5% |
| YTD | +45.9% | -26.9% | +72.8% | +45.9% |
| 1Y | +186.8% | -34.2% | +221.0% | +189.7% |
| 3Y | +607.8% | -43.6% | +651.4% | +619.0% |
| 5Y | +506.7% | -42.4% | +549.1% | +507.2% |
| All | +506.7% | -44.9% | +551.7% | +507.2% |
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