-28.2%
ACI vs TLN
+733.8%
-762.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.5% |
| 7D | -0.5% | +22.3% | -22.7% | +1.0% |
| 30D | +4.9% | +1.2% | +3.7% | +5.3% |
| 3M | +11.1% | +5.9% | +5.2% | +12.2% |
| 6M | -14.9% | +3.2% | -18.1% | -13.9% |
| YTD | -19.6% | +3.2% | -22.8% | -18.5% |
| 1Y | -22.7% | +5.2% | -27.9% | -21.6% |
| 3Y | -31.2% | +606.3% | -637.5% | -32.7% |
| All | -28.2% | +733.8% | -762.0% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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