+34.4%
ACI vs ACM
+106.6%
-72.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -0.6% | +6.6% | -7.2% | -1.6% |
| 30D | +9.5% | +19.8% | -10.2% | +6.6% |
| 3M | +10.1% | -3.1% | +13.2% | +10.3% |
| 6M | -15.4% | -11.5% | -3.9% | -14.3% |
| YTD | -19.5% | -24.7% | +5.1% | -16.9% |
| 1Y | -21.0% | -45.1% | +24.1% | -14.0% |
| 3Y | -31.2% | -8.9% | -22.3% | -32.0% |
| 5Y | -40.6% | +5.4% | -46.0% | -43.4% |
| All | +34.4% | +106.6% | -72.2% | +18.8% |
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