+17.7%
ACI vs SNY
+6.4%
+11.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -7.1% | -3.6% | -3.4% | -6.5% |
| 30D | -4.5% | -1.9% | -2.6% | -4.2% |
| 3M | -22.3% | -2.0% | -20.3% | -22.0% |
| 6M | -28.4% | +2.5% | -31.0% | -28.7% |
| YTD | -29.5% | -7.0% | -22.6% | -28.9% |
| 1Y | -34.2% | -4.4% | -29.9% | -34.0% |
| 3Y | -45.7% | -8.4% | -37.3% | -45.5% |
| 5Y | -40.8% | +9.5% | -50.3% | -42.6% |
| All | +17.7% | +6.4% | +11.4% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling