-42.4%
ACI vs M
-3.3%
-39.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | +2.3% | +7.0% | -4.8% | +1.7% |
| 30D | +1.2% | +8.9% | -7.7% | +0.5% |
| 3M | +6.8% | +4.5% | +2.3% | +6.3% |
| 6M | -18.7% | +36.2% | -54.9% | -20.5% |
| YTD | -20.2% | +15.1% | -35.3% | -21.2% |
| 1Y | -23.7% | +27.4% | -51.2% | -25.3% |
| 3Y | -31.6% | +160.1% | -191.8% | -37.7% |
| All | -42.4% | -3.3% | -39.1% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling