-34.7%
ACI vs TLN
+602.5%
-637.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.0% | -3.1% |
| 7D | -2.6% | +10.9% | -13.5% | -2.1% |
| 30D | +1.1% | -6.3% | +7.4% | +0.8% |
| 3M | -23.6% | -10.7% | -13.0% | -23.9% |
| 6M | -29.9% | +1.6% | -31.6% | -29.9% |
| YTD | -26.9% | -13.1% | -13.8% | -26.9% |
| 1Y | -34.2% | -15.1% | -19.2% | -34.4% |
| 3Y | -43.6% | +495.0% | -538.6% | -45.5% |
| All | -34.7% | +602.5% | -637.1% | -36.9% |
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