+33.3%
ACI vs MTB
+162.6%
-129.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +2.3% | +1.5% | +0.7% | +2.1% |
| 30D | +1.2% | +2.3% | -1.1% | +1.1% |
| 3M | +6.8% | -12.1% | +18.9% | +7.8% |
| 6M | -18.7% | +9.8% | -28.5% | -19.1% |
| YTD | -20.2% | +12.0% | -32.2% | -20.8% |
| 1Y | -23.7% | +22.0% | -45.8% | -24.7% |
| 3Y | -31.6% | +107.6% | -139.3% | -35.0% |
| 5Y | -42.8% | +61.9% | -104.6% | -44.8% |
| All | +33.3% | +162.6% | -129.4% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling