+242.1%
RF vs ACI
+29.9%
+212.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | 0.0% |
| 7D | -0.9% | -2.2% | +1.3% | -0.7% |
| 30D | +6.0% | +10.3% | -4.3% | +5.0% |
| 3M | -8.9% | +7.2% | -16.1% | -9.6% |
| 6M | +2.3% | -18.0% | +20.3% | +3.8% |
| YTD | +7.6% | -22.0% | +29.5% | +9.3% |
| 1Y | +21.2% | -23.4% | +44.5% | +23.4% |
| 3Y | +108.5% | -35.8% | +144.4% | +115.3% |
| 5Y | +43.2% | -43.7% | +86.9% | +47.6% |
| All | +242.1% | +29.9% | +212.2% | +268.8% |
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