+34.4%
ACI vs SM
+766.0%
-731.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +2.1% |
| 7D | -0.6% | -19.5% | +18.9% | +0.2% |
| 30D | +9.5% | -20.2% | +29.8% | +10.4% |
| 3M | +10.1% | -6.5% | +16.6% | +10.2% |
| 6M | -15.4% | +1.6% | -16.9% | -15.8% |
| YTD | -19.5% | +61.2% | -80.8% | -21.6% |
| 1Y | -21.0% | +65.4% | -86.3% | -23.1% |
| 3Y | -31.2% | -13.0% | -18.2% | -32.0% |
| 5Y | -40.6% | -4.3% | -36.3% | -41.7% |
| All | +34.4% | +766.0% | -731.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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