+34.3%
ACI vs MLM
+162.6%
-128.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -0.5% | -2.0% | +1.5% | -0.2% |
| 30D | +4.9% | +9.5% | -4.6% | +3.8% |
| 3M | +11.1% | -4.7% | +15.8% | +11.8% |
| 6M | -14.9% | -10.7% | -4.2% | -13.9% |
| YTD | -19.6% | -16.6% | -3.0% | -18.1% |
| 1Y | -22.7% | -15.4% | -7.3% | -21.4% |
| 3Y | -31.2% | +15.9% | -47.2% | -33.1% |
| 5Y | -42.3% | +27.1% | -69.5% | -46.0% |
| All | +34.3% | +162.6% | -128.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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