+26.3%
ACI vs ALK
+18.6%
+7.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.4% |
| 7D | +0.2% | -0.7% | +0.8% | +0.2% |
| 30D | +5.9% | -19.2% | +25.1% | +6.4% |
| 3M | -19.8% | -1.5% | -18.3% | -19.8% |
| 6M | -24.7% | -13.1% | -11.7% | -24.5% |
| YTD | -24.4% | -16.4% | -8.0% | -24.1% |
| 1Y | -31.5% | -33.1% | +1.6% | -30.8% |
| 3Y | -38.7% | +0.6% | -39.3% | -39.4% |
| 5Y | -42.8% | -26.4% | -16.4% | -43.6% |
| All | +26.3% | +18.6% | +7.7% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling