+21.6%
ACI vs TKO
+382.4%
-360.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -3.7% | +2.3% | -6.1% | -3.9% |
| 30D | +0.6% | -2.5% | +3.1% | +0.7% |
| 3M | -20.3% | -10.6% | -9.7% | -19.8% |
| 6M | -24.7% | -5.1% | -19.6% | -24.6% |
| YTD | -27.2% | -8.2% | -19.0% | -27.0% |
| 1Y | -32.7% | -4.4% | -28.3% | -32.8% |
| 3Y | -43.9% | +100.4% | -144.3% | -47.2% |
| 5Y | -38.9% | +294.3% | -333.2% | -46.5% |
| All | +21.6% | +382.4% | -360.8% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling