+33.3%
ACI vs MDY
+127.8%
-94.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +2.3% | +2.3% | 0.0% | +1.6% |
| 30D | +1.2% | +2.0% | -0.8% | +0.7% |
| 3M | +6.8% | -5.6% | +12.4% | +8.4% |
| 6M | -18.7% | +1.3% | -20.0% | -19.2% |
| YTD | -20.2% | +12.3% | -32.5% | -23.3% |
| 1Y | -23.7% | +15.8% | -39.5% | -27.3% |
| 3Y | -31.6% | +56.5% | -88.1% | -41.9% |
| 5Y | -42.8% | +35.1% | -77.9% | -50.1% |
| All | +33.3% | +127.8% | -94.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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