+29.9%
RMD vs ACI
+25.9%
+4.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -5.0% | +0.2% | -5.1% | -5.0% |
| 30D | +2.2% | +5.9% | -3.7% | +1.5% |
| 3M | +17.8% | -19.8% | +37.6% | +20.4% |
| 6M | -11.3% | -24.7% | +13.4% | -8.8% |
| YTD | -4.4% | -24.4% | +20.0% | -1.8% |
| 1Y | -15.7% | -31.5% | +15.8% | -12.5% |
| 3Y | +47.7% | -38.7% | +86.4% | +54.8% |
| 5Y | -19.2% | -42.8% | +23.6% | -15.9% |
| All | +29.9% | +25.9% | +4.0% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling