+34.4%
ACI vs SBAC
-27.9%
+62.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -0.6% | +3.6% | -4.3% | -1.3% |
| 30D | +9.5% | +4.9% | +4.6% | +8.4% |
| 3M | +10.1% | +6.5% | +3.6% | +8.6% |
| 6M | -15.4% | -11.1% | -4.3% | -13.8% |
| YTD | -19.5% | +0.9% | -20.5% | -20.3% |
| 1Y | -21.0% | -1.6% | -19.4% | -21.4% |
| 3Y | -31.2% | -7.0% | -24.2% | -31.4% |
| 5Y | -40.6% | -39.2% | -1.4% | -36.4% |
| All | +34.4% | -27.9% | +62.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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