+22.2%
ACI vs SIRI
-39.3%
+61.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -2.6% | +4.3% | -6.8% | -2.9% |
| 30D | +1.1% | -2.8% | +3.9% | +1.3% |
| 3M | -23.6% | +5.9% | -29.6% | -24.0% |
| 6M | -29.9% | +31.9% | -61.9% | -31.8% |
| YTD | -26.9% | +48.7% | -75.5% | -29.6% |
| 1Y | -34.2% | +23.2% | -57.5% | -35.7% |
| 3Y | -43.6% | -23.9% | -19.7% | -43.2% |
| 5Y | -42.4% | -43.4% | +1.0% | -39.7% |
| All | +22.2% | -39.3% | +61.4% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling