+17.7%
ACI vs SITM
+1,189.4%
-1,171.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.3% |
| 7D | -7.1% | +4.8% | -11.9% | -7.1% |
| 30D | -4.5% | -9.7% | +5.2% | -4.4% |
| 3M | -22.3% | -9.3% | -12.9% | -22.3% |
| 6M | -28.4% | +69.5% | -97.9% | -29.1% |
| YTD | -29.5% | +70.5% | -100.0% | -30.3% |
| 1Y | -34.2% | +145.3% | -179.5% | -35.6% |
| 3Y | -45.7% | +432.8% | -478.5% | -48.8% |
| 5Y | -40.8% | +174.0% | -214.8% | -45.1% |
| All | +17.7% | +1,189.4% | -1,171.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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