+31.5%
ACI vs ALM
+780.4%
-748.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.1% | +0.8% |
| 7D | -5.9% | +0.7% | -6.7% | -5.9% |
| 30D | +7.2% | -26.1% | +33.3% | +7.6% |
| 3M | +8.8% | -38.1% | +46.9% | +9.3% |
| 6M | -17.2% | -55.4% | +38.2% | -16.5% |
| YTD | -21.3% | -0.4% | -20.9% | -22.9% |
| 1Y | -23.7% | +25.4% | -49.1% | -26.0% |
| 3Y | -32.8% | +907.8% | -940.6% | -38.2% |
| 5Y | -41.4% | +440.2% | -481.6% | -45.7% |
| All | +31.5% | +780.4% | -748.8% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling