-39.7%
ACI vs TDY
+39.0%
-78.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.1% |
| 7D | -3.7% | -1.1% | -2.6% | -3.6% |
| 30D | +0.6% | -12.0% | +12.6% | +2.5% |
| 3M | -20.3% | -3.2% | -17.1% | -20.1% |
| 6M | -24.7% | -7.9% | -16.8% | -23.9% |
| YTD | -27.2% | +18.2% | -45.4% | -30.1% |
| 1Y | -32.7% | +6.7% | -39.4% | -34.2% |
| 3Y | -43.9% | +47.5% | -91.4% | -49.3% |
| All | -39.7% | +39.0% | -78.7% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling