-40.8%
ACI vs SONY
+8.8%
-49.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -7.1% | -5.8% | -1.3% | -6.6% |
| 30D | -4.5% | -0.4% | -4.1% | -4.4% |
| 3M | -22.3% | +13.3% | -35.6% | -23.0% |
| 6M | -28.4% | +8.5% | -36.9% | -28.9% |
| YTD | -29.5% | -8.1% | -21.4% | -29.2% |
| 1Y | -34.2% | -17.9% | -16.3% | -33.5% |
| 3Y | -45.7% | +41.4% | -87.1% | -47.8% |
| 5Y | -40.8% | +9.3% | -50.1% | -47.4% |
| All | -40.8% | +8.8% | -49.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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