-35.8%
ACI vs ALM
+825.4%
-861.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.4% |
| 7D | -2.2% | -6.7% | +4.4% | -2.2% |
| 30D | +10.3% | -32.9% | +43.2% | +10.7% |
| 3M | +7.2% | -39.5% | +46.7% | +7.5% |
| 6M | -18.0% | -62.0% | +44.0% | -17.1% |
| YTD | -22.0% | -7.8% | -14.2% | -24.9% |
| 1Y | -23.4% | +26.7% | -50.0% | -27.6% |
| 3Y | -35.8% | +825.4% | -861.2% | -42.8% |
| All | -35.8% | +825.4% | -861.2% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling