+33.3%
ACI vs ALM
+724.7%
-691.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -0.8% |
| 7D | +2.3% | +1.2% | +1.0% | +2.2% |
| 30D | +1.2% | -19.3% | +20.6% | +1.5% |
| 3M | +6.8% | -40.6% | +47.4% | +7.3% |
| 6M | -18.7% | -57.9% | +39.2% | -18.0% |
| YTD | -20.2% | -6.7% | -13.5% | -21.9% |
| 1Y | -23.7% | +20.2% | -43.9% | -26.0% |
| 3Y | -31.6% | +879.4% | -911.1% | -37.1% |
| 5Y | -42.8% | +415.3% | -458.1% | -46.9% |
| All | +33.3% | +724.7% | -691.4% | +20.2% |
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