-39.7%
ACI vs SITM
+187.3%
-227.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.5% | -2.3% | +3.3% |
| 7D | -3.7% | +3.9% | -7.6% | -3.7% |
| 30D | +0.6% | -6.6% | +7.2% | +0.6% |
| 3M | -20.3% | -11.9% | -8.5% | -20.3% |
| 6M | -24.7% | +81.1% | -105.8% | -24.8% |
| YTD | -27.2% | +80.0% | -107.2% | -27.4% |
| 1Y | -32.7% | +145.8% | -178.6% | -33.3% |
| 3Y | -43.9% | +475.9% | -519.8% | -45.9% |
| All | -39.7% | +187.3% | -227.0% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling