-42.4%
ACI vs SFM
+219.5%
-261.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -1.8% |
| 7D | -2.6% | -5.8% | +3.2% | -1.3% |
| 30D | +1.1% | -11.4% | +12.4% | +3.7% |
| 3M | -23.6% | -12.2% | -11.5% | -21.8% |
| 6M | -29.9% | -5.2% | -24.8% | -29.7% |
| YTD | -26.9% | -4.5% | -22.4% | -26.9% |
| 1Y | -34.2% | -45.4% | +11.1% | -26.3% |
| 3Y | -43.6% | +91.1% | -134.7% | -58.1% |
| 5Y | -42.4% | +226.8% | -269.2% | -71.9% |
| All | -42.4% | +219.5% | -261.9% | -71.9% |
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