+26.3%
ACI vs ALC
+22.6%
+3.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | +0.2% | -2.1% | +2.3% | +0.4% |
| 30D | +5.9% | -0.1% | +6.0% | +5.9% |
| 3M | -19.8% | +5.9% | -25.7% | -20.2% |
| 6M | -24.7% | -15.9% | -8.8% | -23.8% |
| YTD | -24.4% | -10.1% | -14.3% | -24.0% |
| 1Y | -31.5% | -10.2% | -21.3% | -31.2% |
| 3Y | -38.7% | -13.6% | -25.1% | -38.4% |
| 5Y | -42.8% | -15.1% | -27.7% | -43.2% |
| All | +26.3% | +22.6% | +3.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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