+91.1%
RSG vs ACI
-43.7%
+134.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.7% |
| 7D | 0.0% | -5.0% | +5.0% | +0.6% |
| 30D | +3.7% | -2.3% | +6.0% | +4.0% |
| 3M | +6.2% | -23.2% | +29.3% | +9.3% |
| 6M | -2.8% | -29.5% | +26.7% | +1.3% |
| YTD | +5.9% | -28.6% | +34.5% | +10.0% |
| 1Y | -1.8% | -34.0% | +32.3% | +3.0% |
| 3Y | +57.5% | -45.0% | +102.5% | +68.7% |
| 5Y | +91.1% | -44.0% | +135.1% | +100.0% |
| All | +91.1% | -43.7% | +134.8% | +100.0% |
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 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