-41.9%
ACI vs SFM
+100.7%
-142.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.8% | +1.4% | -2.3% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | +10.3% | -24.8% | +35.1% | +16.5% |
| 3M | +7.2% | -43.7% | +50.9% | +20.3% |
| 6M | -18.0% | -37.3% | +19.3% | -10.4% |
| YTD | -22.0% | -38.4% | +16.4% | -14.9% |
| 1Y | -23.4% | -36.9% | +13.6% | -16.9% |
| 3Y | -35.8% | +20.7% | -56.5% | -46.2% |
| All | -41.9% | +100.7% | -142.7% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling