-16.9%
ACI vs SFM
-35.8%
+19.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.6% |
| 7D | +4.5% | -12.3% | +16.7% | +6.8% |
| 30D | +20.9% | -16.2% | +37.1% | +25.0% |
| 3M | +15.2% | -36.8% | +52.0% | +27.7% |
| 6M | -13.3% | -32.6% | +19.3% | -5.9% |
| YTD | -16.2% | -31.7% | +15.5% | -10.7% |
| 1Y | -16.9% | -35.0% | +18.1% | -11.2% |
| All | -16.9% | -35.8% | +19.0% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling