-41.2%
ACI vs ACM
-2.7%
-38.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -2.2% | +5.4% | -7.6% | -3.0% |
| 30D | +10.3% | +15.1% | -4.8% | +7.8% |
| 3M | +7.2% | -10.5% | +17.7% | +8.8% |
| 6M | -18.0% | -19.7% | +1.7% | -15.5% |
| YTD | -22.0% | -28.8% | +6.8% | -18.4% |
| 1Y | -23.4% | -47.9% | +24.5% | -14.6% |
| 3Y | -35.8% | -12.4% | -23.5% | -37.2% |
| All | -41.2% | -2.7% | -38.5% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling