+26.3%
ACI vs SFM
+234.3%
-208.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.1% |
| 7D | +0.2% | -0.1% | +0.2% | +0.1% |
| 30D | +5.9% | -4.4% | +10.3% | +7.0% |
| 3M | -19.8% | +1.5% | -21.3% | -20.7% |
| 6M | -24.7% | +6.5% | -31.2% | -26.9% |
| YTD | -24.4% | +2.2% | -26.6% | -25.9% |
| 1Y | -31.5% | -41.9% | +10.4% | -22.3% |
| 3Y | -38.7% | +106.8% | -145.4% | -58.3% |
| 5Y | -42.8% | +231.6% | -274.4% | -71.4% |
| All | +26.3% | +234.3% | -208.0% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling