+21.6%
ACI vs SIRI
-38.5%
+60.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +3.2% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | +0.6% | +2.5% | -1.9% | +0.3% |
| 3M | -20.3% | +6.6% | -26.9% | -20.8% |
| 6M | -24.7% | +32.9% | -57.5% | -26.7% |
| YTD | -27.2% | +50.5% | -77.7% | -30.1% |
| 1Y | -32.7% | +28.0% | -60.7% | -34.5% |
| 3Y | -43.9% | -22.4% | -21.5% | -43.6% |
| 5Y | -38.9% | -41.3% | +2.4% | -36.6% |
| All | +21.6% | -38.5% | +60.1% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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