-34.2%
ACI vs MTB
+22.5%
-56.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -7.1% | -0.4% | -6.6% | -7.0% |
| 30D | -4.5% | -4.6% | +0.1% | -3.5% |
| 3M | -22.3% | +7.4% | -29.7% | -22.2% |
| 6M | -28.4% | +18.7% | -47.1% | -28.5% |
| YTD | -29.5% | +21.1% | -50.6% | -32.1% |
| 1Y | -34.2% | +24.1% | -58.3% | -38.3% |
| All | -34.2% | +22.5% | -56.8% | -38.3% |
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