+21.6%
ACI vs NYT
+67.5%
-45.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.2% |
| 7D | -3.7% | -0.6% | -3.2% | -3.6% |
| 30D | +0.6% | +4.6% | -4.0% | -0.2% |
| 3M | -20.3% | -9.6% | -10.7% | -18.9% |
| 6M | -24.7% | -14.0% | -10.6% | -22.9% |
| YTD | -27.2% | -2.8% | -24.4% | -27.2% |
| 1Y | -32.7% | +15.6% | -48.3% | -34.7% |
| 3Y | -43.9% | +56.3% | -100.2% | -49.1% |
| 5Y | -38.9% | +39.5% | -78.4% | -45.6% |
| All | +21.6% | +67.5% | -45.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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