-22.2%
RMD vs ACI
-44.9%
+22.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.7% |
| 7D | -4.5% | -2.6% | -1.9% | -4.1% |
| 30D | +4.6% | +1.1% | +3.5% | +4.4% |
| 3M | +14.8% | -23.6% | +38.4% | +18.4% |
| 6M | -12.1% | -29.9% | +17.9% | -8.3% |
| YTD | -7.5% | -26.9% | +19.4% | -4.2% |
| 1Y | -20.1% | -34.2% | +14.2% | -16.0% |
| 3Y | +53.9% | -43.6% | +97.5% | +64.9% |
| 5Y | -22.2% | -42.4% | +20.2% | -20.2% |
| All | -22.2% | -44.9% | +22.7% | -20.2% |
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