-32.7%
ACI vs MDY
+14.6%
-47.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.3% |
| 7D | -3.7% | -1.9% | -1.9% | -3.8% |
| 30D | +0.6% | -4.6% | +5.2% | +0.3% |
| 3M | -20.3% | -1.2% | -19.1% | -20.3% |
| 6M | -24.7% | +9.2% | -33.9% | -24.3% |
| YTD | -27.2% | +13.1% | -40.3% | -28.3% |
| 1Y | -32.7% | +13.0% | -45.7% | -34.4% |
| All | -32.7% | +14.6% | -47.3% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling