-41.2%
ACI vs ALM
+396.4%
-437.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.2% |
| YTD | -22.0% | -7.8% | -14.2% | -23.9% |
| 1Y | -23.4% | +26.7% | -50.0% | -26.2% |
| 3Y | -35.8% | +825.4% | -861.2% | -40.9% |
| All | -41.2% | +396.4% | -437.6% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling