-3.9%
RMD vs ACI
-23.3%
+19.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +2.1% | +2.3% | -0.2% | +1.7% |
| 30D | +2.1% | +1.2% | +0.8% | +1.9% |
| 3M | +6.2% | +6.8% | -0.6% | +5.0% |
| 6M | +19.4% | -18.7% | +38.1% | +20.7% |
| YTD | +0.5% | -20.2% | +20.8% | +1.5% |
| 1Y | -3.9% | -23.7% | +19.8% | -3.0% |
| All | -3.9% | -23.3% | +19.4% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling