+32.6%
ACI vs ACM
+105.5%
-73.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -5.3% | +3.0% | -8.3% | -5.7% |
| 30D | +5.0% | +19.7% | -14.6% | +2.3% |
| 3M | +7.5% | +5.3% | +2.2% | +6.5% |
| 6M | -16.0% | -10.8% | -5.2% | -15.1% |
| YTD | -20.6% | -25.1% | +4.4% | -18.0% |
| 1Y | -23.5% | -45.8% | +22.2% | -16.6% |
| 3Y | -32.1% | -9.4% | -22.8% | -32.9% |
| 5Y | -42.5% | +4.8% | -47.3% | -45.2% |
| All | +32.6% | +105.5% | -73.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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