+25.2%
RMD vs ACI
+18.9%
+6.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | -4.7% | -5.0% | +0.3% | -4.1% |
| 30D | +0.2% | -2.3% | +2.5% | +0.5% |
| 3M | +12.0% | -23.2% | +35.2% | +15.1% |
| 6M | -12.5% | -29.5% | +16.9% | -9.3% |
| YTD | -7.9% | -28.6% | +20.7% | -4.7% |
| 1Y | -20.4% | -34.0% | +13.7% | -16.9% |
| 3Y | +53.1% | -45.0% | +98.1% | +62.8% |
| 5Y | -22.1% | -44.0% | +21.9% | -18.6% |
| All | +25.2% | +18.9% | +6.3% | +20.5% |
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