+22.2%
ACI vs TKO
+395.1%
-372.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.0% | -8.3% | -3.6% |
| 7D | -2.6% | +7.2% | -9.7% | -3.0% |
| 30D | +1.1% | +4.7% | -3.6% | +0.8% |
| 3M | -23.6% | -3.2% | -20.4% | -23.6% |
| 6M | -29.9% | -2.9% | -27.1% | -30.0% |
| YTD | -26.9% | -5.8% | -21.1% | -26.8% |
| 1Y | -34.2% | -1.1% | -33.2% | -34.5% |
| 3Y | -43.6% | +111.1% | -154.7% | -47.2% |
| 5Y | -42.4% | +315.6% | -358.0% | -49.8% |
| All | +22.2% | +395.1% | -372.9% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling