+19.3%
ACI vs TDY
+93.3%
-74.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | -5.0% | -1.8% | -3.2% | -4.8% |
| 30D | -2.3% | -13.8% | +11.5% | -0.1% |
| 3M | -23.2% | -3.9% | -19.3% | -22.9% |
| 6M | -29.5% | -9.0% | -20.5% | -28.6% |
| YTD | -28.6% | +16.5% | -45.2% | -31.2% |
| 1Y | -34.0% | +9.3% | -43.3% | -35.8% |
| 3Y | -45.0% | +45.1% | -90.1% | -49.9% |
| 5Y | -44.0% | +35.0% | -79.0% | -49.5% |
| All | +19.3% | +93.3% | -74.0% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling