+21.6%
ACI vs MKTX
-65.4%
+86.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +0.6% | +0.7% | -0.1% | +0.5% |
| 3M | -20.3% | +40.8% | -61.1% | -22.0% |
| 6M | -24.7% | -8.0% | -16.7% | -24.0% |
| YTD | -27.2% | -8.7% | -18.5% | -26.5% |
| 1Y | -32.7% | -11.8% | -20.9% | -32.0% |
| 3Y | -43.9% | -24.0% | -19.9% | -43.0% |
| 5Y | -38.9% | -60.3% | +21.5% | -38.5% |
| All | +21.6% | -65.4% | +86.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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