+19.3%
ACI vs SBAC
-29.7%
+48.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -2.3% | +3.9% | -6.2% | -3.1% |
| 3M | -23.2% | -8.2% | -15.0% | -22.0% |
| 6M | -29.5% | -2.8% | -26.7% | -29.5% |
| YTD | -28.6% | -1.5% | -27.1% | -28.8% |
| 1Y | -34.0% | 0.0% | -34.1% | -34.5% |
| 3Y | -45.0% | -8.4% | -36.6% | -45.0% |
| 5Y | -44.0% | -43.5% | -0.5% | -39.4% |
| All | +19.3% | -29.7% | +48.9% | +24.6% |
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