+53.0%
RSP vs ACI
-42.9%
+95.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -0.3% | +5.9% | -6.2% | -1.0% |
| 3M | +4.3% | -19.8% | +24.1% | +6.5% |
| 6M | +8.8% | -24.7% | +33.6% | +11.9% |
| YTD | +15.3% | -24.4% | +39.6% | +18.2% |
| 1Y | +18.3% | -31.5% | +49.8% | +22.9% |
| 3Y | +52.8% | -38.7% | +91.5% | +60.6% |
| All | +53.0% | -42.9% | +95.9% | +58.8% |
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