-31.5%
ACI vs MTB
+23.4%
-54.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.2% | +1.7% | -1.6% | -0.2% |
| 30D | +5.9% | -4.2% | +10.1% | +6.8% |
| 3M | -19.8% | +8.9% | -28.6% | -19.8% |
| 6M | -24.7% | +10.9% | -35.6% | -24.4% |
| YTD | -24.4% | +21.5% | -45.9% | -27.2% |
| 1Y | -31.5% | +21.9% | -53.4% | -36.3% |
| All | -31.5% | +23.4% | -54.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling