+21.6%
ACI vs SNY
+6.5%
+15.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -3.7% | -3.3% | -0.4% | -3.2% |
| 30D | +0.6% | -2.2% | +2.7% | +0.9% |
| 3M | -20.3% | -3.0% | -17.3% | -19.9% |
| 6M | -24.7% | +2.7% | -27.4% | -24.9% |
| YTD | -27.2% | -6.8% | -20.4% | -26.6% |
| 1Y | -32.7% | -5.3% | -27.5% | -32.3% |
| 3Y | -43.9% | -9.8% | -34.1% | -43.5% |
| 5Y | -38.9% | +9.7% | -48.5% | -40.7% |
| All | +21.6% | +6.5% | +15.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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