+21.6%
ACI vs PHM
+287.9%
-266.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.7% | +3.0% |
| 7D | -3.7% | -5.0% | +1.2% | -2.9% |
| 30D | +0.6% | -8.4% | +9.0% | +2.1% |
| 3M | -20.3% | -4.4% | -15.9% | -19.8% |
| 6M | -24.7% | -3.7% | -20.9% | -24.4% |
| YTD | -27.2% | +1.3% | -28.5% | -27.7% |
| 1Y | -32.7% | -14.0% | -18.7% | -31.5% |
| 3Y | -43.9% | +48.1% | -92.0% | -48.9% |
| 5Y | -38.9% | +158.8% | -197.6% | -51.7% |
| All | +21.6% | +287.9% | -266.3% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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