-43.9%
ACI vs TDY
+46.9%
-90.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.2% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | +0.6% | -12.0% | +12.6% | +1.5% |
| 3M | -20.3% | -3.2% | -17.1% | -20.2% |
| 6M | -24.7% | -7.9% | -16.8% | -24.2% |
| YTD | -27.2% | +18.2% | -45.4% | -29.4% |
| 1Y | -32.7% | +6.7% | -39.4% | -33.8% |
| 3Y | -43.9% | +47.5% | -91.4% | -48.4% |
| All | -43.9% | +46.9% | -90.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling