-42.6%
ACI vs MTB
+103.8%
-146.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -2.6% | +2.8% | -5.3% | -2.9% |
| 30D | +1.1% | -4.2% | +5.3% | +1.7% |
| 3M | -23.6% | +7.8% | -31.4% | -24.3% |
| 6M | -29.9% | +14.8% | -44.8% | -31.1% |
| YTD | -26.9% | +20.8% | -47.6% | -28.7% |
| 1Y | -34.2% | +23.1% | -57.4% | -36.1% |
| 3Y | -43.6% | +114.8% | -158.4% | -50.0% |
| All | -42.6% | +103.8% | -146.4% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling