+30.3%
ACI vs ACM
+95.3%
-64.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -2.2% | +5.4% | -7.6% | -2.9% |
| 30D | +10.3% | +15.1% | -4.8% | +8.0% |
| 3M | +7.2% | -10.5% | +17.7% | +8.6% |
| 6M | -18.0% | -19.7% | +1.7% | -15.8% |
| YTD | -22.0% | -28.8% | +6.8% | -18.8% |
| 1Y | -23.4% | -47.9% | +24.5% | -15.9% |
| 3Y | -35.8% | -12.4% | -23.5% | -36.3% |
| 5Y | -43.7% | +0.6% | -44.2% | -46.0% |
| All | +30.3% | +95.3% | -64.9% | +16.2% |
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 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