-42.4%
ACI vs SBAC
-43.9%
+1.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +1.1% | +3.2% | -2.2% | +0.4% |
| 3M | -23.6% | -5.1% | -18.6% | -22.9% |
| 6M | -29.9% | -2.1% | -27.8% | -30.1% |
| YTD | -26.9% | -0.5% | -26.3% | -27.3% |
| 1Y | -34.2% | +1.1% | -35.4% | -34.9% |
| 3Y | -43.6% | -7.4% | -36.2% | -43.8% |
| 5Y | -42.4% | -44.3% | +1.9% | -38.2% |
| All | -42.4% | -43.9% | +1.6% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling