+56.0%
RIG vs ACI
-41.9%
+97.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +4.3% | -0.5% | +4.8% | +4.3% |
| 30D | -5.8% | +4.9% | -10.7% | -6.5% |
| 3M | -6.7% | +11.1% | -17.8% | -8.1% |
| 6M | -18.7% | -14.9% | -3.7% | -17.1% |
| YTD | +28.8% | -19.6% | +48.4% | +32.3% |
| 1Y | +28.8% | -22.7% | +51.5% | +33.0% |
| 3Y | -20.0% | -31.2% | +11.2% | -16.1% |
| 5Y | +56.0% | -42.3% | +98.3% | +59.2% |
| All | +56.0% | -41.9% | +97.9% | +59.2% |
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