-44.0%
ACI vs PHM
+152.6%
-196.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.2% |
| 7D | -5.0% | -3.9% | -1.2% | -4.5% |
| 30D | -2.3% | -8.6% | +6.2% | -1.0% |
| 3M | -23.2% | -2.9% | -20.3% | -22.9% |
| 6M | -29.5% | -5.7% | -23.8% | -29.1% |
| YTD | -28.6% | +1.9% | -30.5% | -29.0% |
| 1Y | -34.0% | -12.3% | -21.7% | -33.1% |
| 3Y | -45.0% | +50.8% | -95.7% | -49.4% |
| 5Y | -44.0% | +157.3% | -201.3% | -56.6% |
| All | -44.0% | +152.6% | -196.6% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling