+17.7%
ACI vs MKC
-35.4%
+53.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -7.1% | -2.8% | -4.3% | -6.2% |
| 30D | -4.5% | -3.4% | -1.1% | -3.4% |
| 3M | -22.3% | +3.8% | -26.0% | -23.0% |
| 6M | -28.4% | -17.9% | -10.5% | -24.2% |
| YTD | -29.5% | -23.6% | -5.9% | -23.9% |
| 1Y | -34.2% | -23.1% | -11.2% | -29.2% |
| 3Y | -45.7% | -31.5% | -14.2% | -39.7% |
| 5Y | -40.8% | -33.1% | -7.7% | -34.2% |
| All | +17.7% | -35.4% | +53.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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