+30.3%
ACI vs SM
+777.7%
-747.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.4% |
| 7D | -2.2% | -25.9% | +23.7% | -1.1% |
| 30D | +10.3% | -15.1% | +25.4% | +10.9% |
| 3M | +7.2% | +4.9% | +2.3% | +6.7% |
| 6M | -18.0% | +6.1% | -24.1% | -18.5% |
| YTD | -22.0% | +63.4% | -85.4% | -24.0% |
| 1Y | -23.4% | +72.5% | -95.8% | -25.6% |
| 3Y | -35.8% | -16.9% | -18.9% | -36.4% |
| 5Y | -43.7% | -10.6% | -33.0% | -44.7% |
| All | +30.3% | +777.7% | -747.4% | +39.3% |
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