+19.3%
ACI vs SFM
+200.2%
-181.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.6% | -1.3% |
| 7D | -5.0% | -7.2% | +2.1% | -3.1% |
| 30D | -2.3% | -14.3% | +12.0% | +1.7% |
| 3M | -23.2% | -13.7% | -9.5% | -20.6% |
| 6M | -29.5% | -6.0% | -23.5% | -29.1% |
| YTD | -28.6% | -8.2% | -20.4% | -28.0% |
| 1Y | -34.0% | -46.2% | +12.2% | -23.6% |
| 3Y | -45.0% | +83.6% | -128.5% | -61.2% |
| 5Y | -44.0% | +212.7% | -256.7% | -71.9% |
| All | +19.3% | +200.2% | -181.0% | -40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling