+22.2%
ACI vs ACM
+92.2%
-70.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +1.1% | -12.9% | +14.0% | +2.9% |
| 3M | -23.6% | -6.4% | -17.3% | -23.1% |
| 6M | -29.9% | -29.2% | -0.7% | -26.7% |
| YTD | -26.9% | -29.9% | +3.1% | -23.6% |
| 1Y | -34.2% | -47.3% | +13.0% | -28.0% |
| 3Y | -43.6% | -19.6% | -24.0% | -43.2% |
| 5Y | -42.4% | +5.5% | -47.9% | -45.0% |
| All | +22.2% | +92.2% | -70.0% | +9.2% |
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