+26.3%
ACI vs MTB
+184.9%
-158.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.2% | +1.7% | -1.6% | 0.0% |
| 30D | +5.9% | -4.2% | +10.1% | +6.2% |
| 3M | -19.8% | +8.9% | -28.6% | -20.2% |
| 6M | -24.7% | +10.9% | -35.6% | -25.2% |
| YTD | -24.4% | +21.5% | -45.9% | -25.4% |
| 1Y | -31.5% | +21.9% | -53.4% | -32.5% |
| 3Y | -38.7% | +109.2% | -147.9% | -41.8% |
| 5Y | -42.8% | +102.0% | -144.8% | -44.9% |
| All | +26.3% | +184.9% | -158.6% | +27.8% |
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 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