+26.3%
ACI vs MDY
+133.6%
-107.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +0.2% | +0.1% | 0.0% | +0.1% |
| 30D | +5.9% | -1.5% | +7.4% | +6.3% |
| 3M | -19.8% | +0.8% | -20.5% | -20.0% |
| 6M | -24.7% | +7.4% | -32.2% | -26.4% |
| YTD | -24.4% | +15.2% | -39.6% | -27.7% |
| 1Y | -31.5% | +16.5% | -48.0% | -34.8% |
| 3Y | -38.7% | +46.8% | -85.5% | -46.6% |
| 5Y | -42.8% | +46.0% | -88.8% | -51.2% |
| All | +26.3% | +133.6% | -107.3% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling