+26.3%
ACI vs M
+334.5%
-308.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | +0.2% | +4.7% | -4.6% | -0.3% |
| 30D | +5.9% | -9.6% | +15.6% | +6.8% |
| 3M | -19.8% | +0.9% | -20.6% | -19.9% |
| 6M | -24.7% | +22.3% | -47.0% | -26.2% |
| YTD | -24.4% | +6.5% | -30.9% | -25.0% |
| 1Y | -31.5% | +38.8% | -70.3% | -33.8% |
| 3Y | -38.7% | +115.9% | -154.6% | -44.6% |
| 5Y | -42.8% | +28.6% | -71.4% | -47.2% |
| All | +26.3% | +334.5% | -308.2% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling