+21.6%
ACI vs MTB
+184.8%
-163.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +3.2% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +0.6% | -4.8% | +5.4% | +0.9% |
| 3M | -20.3% | +6.0% | -26.3% | -20.6% |
| 6M | -24.7% | +19.6% | -44.3% | -25.5% |
| YTD | -27.2% | +21.5% | -48.7% | -28.2% |
| 1Y | -32.7% | +24.7% | -57.4% | -33.8% |
| 3Y | -43.9% | +108.6% | -152.5% | -46.7% |
| 5Y | -38.9% | +106.7% | -145.6% | -41.1% |
| All | +21.6% | +184.8% | -163.3% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling