+282.1%
RTX vs ACI
+31.1%
+251.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.6% | +3.5% |
| 7D | -3.2% | -5.9% | +2.7% | -2.9% |
| 30D | +5.6% | +7.2% | -1.7% | +5.2% |
| 3M | -11.7% | +8.8% | -20.5% | -12.0% |
| 6M | +12.3% | -17.2% | +29.5% | +13.1% |
| YTD | +8.2% | -21.3% | +29.5% | +9.2% |
| 1Y | +12.6% | -23.7% | +36.3% | +13.9% |
| 3Y | +152.8% | -32.8% | +185.7% | +157.4% |
| 5Y | +140.2% | -41.4% | +181.6% | +144.2% |
| All | +282.1% | +31.1% | +251.0% | +294.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling