+26.3%
ACI vs ACM
+93.8%
-67.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.2% | -3.7% | +3.9% | +0.7% |
| 30D | +5.9% | -11.1% | +17.0% | +7.5% |
| 3M | -19.8% | -8.0% | -11.8% | -19.0% |
| 6M | -24.7% | -29.7% | +4.9% | -21.2% |
| YTD | -24.4% | -29.4% | +5.0% | -21.1% |
| 1Y | -31.5% | -46.4% | +14.9% | -25.2% |
| 3Y | -38.7% | -22.3% | -16.3% | -37.8% |
| 5Y | -42.8% | +4.5% | -47.3% | -45.3% |
| All | +26.3% | +93.8% | -67.5% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling