-6.6%
RMD vs ACI
-43.3%
+36.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.1% |
| 7D | +2.3% | -2.2% | +4.5% | +2.7% |
| 30D | +4.1% | +10.3% | -6.2% | +2.5% |
| 3M | +5.7% | +7.2% | -1.5% | +4.4% |
| 6M | +12.9% | -18.0% | +30.9% | +15.3% |
| YTD | -1.5% | -22.0% | +20.5% | +1.1% |
| 1Y | -4.8% | -23.4% | +18.6% | -2.0% |
| 3Y | +57.5% | -35.8% | +93.3% | +65.8% |
| All | -6.6% | -43.3% | +36.7% | -3.5% |
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 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