+19.3%
ACI vs MKTX
-65.3%
+84.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.0% | +0.3% | -5.3% | -5.1% |
| 30D | -2.3% | +1.0% | -3.3% | -2.4% |
| 3M | -23.2% | +40.8% | -64.0% | -24.8% |
| 6M | -29.5% | -10.9% | -18.6% | -28.7% |
| YTD | -28.6% | -8.6% | -20.0% | -27.9% |
| 1Y | -34.0% | -11.6% | -22.5% | -33.3% |
| 3Y | -45.0% | -24.5% | -20.4% | -44.1% |
| 5Y | -44.0% | -60.7% | +16.7% | -43.7% |
| All | +19.3% | -65.3% | +84.6% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling