+583.5%
RVMD vs ACI
-44.6%
+628.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.1% |
| 7D | -3.6% | -7.1% | +3.5% | -3.5% |
| 30D | -1.1% | -4.5% | +3.4% | -1.0% |
| 3M | +41.0% | -22.3% | +63.3% | +41.6% |
| 6M | +105.7% | -28.4% | +134.1% | +106.8% |
| YTD | +155.3% | -29.5% | +184.8% | +156.4% |
| 1Y | +402.7% | -34.2% | +437.0% | +410.2% |
| 3Y | +533.1% | -45.7% | +578.8% | +557.5% |
| 5Y | +583.5% | -40.8% | +624.3% | +568.7% |
| All | +583.5% | -44.6% | +628.1% | +568.7% |
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