-42.3%
ACI vs ALK
-31.3%
-11.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +1.5% |
| 7D | -0.5% | +0.9% | -1.4% | -0.5% |
| 30D | +4.9% | +3.3% | +1.6% | +4.7% |
| 3M | +11.1% | -17.6% | +28.7% | +11.7% |
| 6M | -14.9% | +0.8% | -15.7% | -15.3% |
| YTD | -19.6% | -22.4% | +2.8% | -19.0% |
| 1Y | -22.7% | -10.1% | -12.6% | -22.9% |
| 3Y | -31.2% | +14.0% | -45.2% | -33.8% |
| 5Y | -42.3% | -29.8% | -12.5% | -43.2% |
| All | -42.3% | -31.3% | -11.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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