+34.4%
ACI vs M
+376.8%
-342.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | -0.6% | +5.0% | -5.6% | -1.1% |
| 30D | +9.5% | +10.6% | -1.1% | +8.5% |
| 3M | +10.1% | +1.6% | +8.5% | +9.8% |
| 6M | -15.4% | +30.8% | -46.2% | -17.5% |
| YTD | -19.5% | +16.9% | -36.4% | -21.0% |
| 1Y | -21.0% | +26.3% | -47.2% | -23.0% |
| 3Y | -31.2% | +158.6% | -189.8% | -38.9% |
| 5Y | -40.6% | +2.1% | -42.7% | -43.6% |
| All | +34.4% | +376.8% | -342.4% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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