-41.2%
ACI vs ALK
-34.8%
-6.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.4% |
| 7D | -2.2% | +9.0% | -11.3% | -2.5% |
| 30D | +10.3% | -1.6% | +11.9% | +10.3% |
| 3M | +7.2% | -23.2% | +30.4% | +8.0% |
| 6M | -18.0% | -3.9% | -14.1% | -18.2% |
| YTD | -22.0% | -22.6% | +0.6% | -21.4% |
| 1Y | -23.4% | -5.3% | -18.0% | -23.8% |
| 3Y | -35.8% | +18.6% | -54.4% | -38.3% |
| All | -41.2% | -34.8% | -6.5% | -39.5% |
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