+26.3%
ACI vs SBAC
-28.6%
+54.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +5.9% | +6.9% | -1.0% | +4.5% |
| 3M | -19.8% | -8.2% | -11.5% | -18.6% |
| 6M | -24.7% | -1.6% | -23.1% | -25.0% |
| YTD | -24.4% | -0.1% | -24.3% | -24.9% |
| 1Y | -31.5% | -0.5% | -31.0% | -31.9% |
| 3Y | -38.7% | -9.1% | -29.6% | -38.6% |
| 5Y | -42.8% | -43.8% | +1.0% | -38.2% |
| All | +26.3% | -28.6% | +54.9% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling