-40.8%
ACI vs SIRI
-42.5%
+1.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | -7.1% | -3.0% | -4.1% | -6.9% |
| 30D | -4.5% | +1.3% | -5.8% | -4.6% |
| 3M | -22.3% | +5.6% | -27.9% | -22.5% |
| 6M | -28.4% | +35.2% | -63.6% | -29.8% |
| YTD | -29.5% | +49.1% | -78.6% | -31.4% |
| 1Y | -34.2% | +26.8% | -61.0% | -35.4% |
| 3Y | -45.7% | -23.7% | -22.0% | -45.4% |
| 5Y | -40.8% | -41.8% | +1.0% | -39.1% |
| All | -40.8% | -42.5% | +1.7% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling