+22.2%
ACI vs ALM
+1,818.2%
-1,796.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.8% | -12.1% | -3.4% |
| 7D | -2.6% | +8.4% | -11.0% | -2.7% |
| 30D | +1.1% | +34.8% | -33.8% | +0.5% |
| 3M | -23.6% | +16.2% | -39.9% | -23.9% |
| 6M | -29.9% | +2.1% | -32.1% | -30.4% |
| YTD | -26.9% | +117.0% | -143.9% | -29.1% |
| 1Y | -34.2% | +313.9% | -348.1% | -37.5% |
| 3Y | -43.6% | +2,327.9% | -2,371.6% | -48.8% |
| 5Y | -42.4% | +1,040.6% | -1,083.0% | -47.1% |
| All | +22.2% | +1,818.2% | -1,796.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling