-40.6%
ACI vs MLM
+29.9%
-70.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | -0.6% | -2.9% | +2.3% | -0.1% |
| 30D | +9.5% | +10.4% | -0.9% | +7.9% |
| 3M | +10.1% | -3.7% | +13.8% | +10.7% |
| 6M | -15.4% | -10.3% | -5.1% | -14.1% |
| YTD | -19.5% | -14.8% | -4.7% | -17.9% |
| 1Y | -21.0% | -13.9% | -7.1% | -19.5% |
| 3Y | -31.2% | +18.4% | -49.6% | -34.4% |
| 5Y | -40.6% | +31.8% | -72.4% | -48.0% |
| All | -40.6% | +29.9% | -70.5% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling