-45.7%
ACI vs MKTX
-25.2%
-20.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | -4.5% | +0.8% | -5.3% | -4.5% |
| 3M | -22.3% | +41.1% | -63.4% | -23.8% |
| 6M | -28.4% | -9.5% | -18.9% | -26.9% |
| YTD | -29.5% | -8.7% | -20.8% | -28.1% |
| 1Y | -34.2% | -10.0% | -24.3% | -32.9% |
| All | -45.7% | -25.2% | -20.4% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling