-35.8%
ACI vs TLN
+538.9%
-574.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.1% | -10.5% | -2.9% |
| 7D | -2.2% | -1.3% | -0.9% | -2.2% |
| 30D | +10.3% | -10.5% | +20.8% | +9.8% |
| 3M | +7.2% | +0.1% | +7.1% | +7.6% |
| 6M | -18.0% | -17.4% | -0.6% | -18.0% |
| YTD | -22.0% | -9.7% | -12.3% | -21.6% |
| 1Y | -23.4% | -12.3% | -11.1% | -23.0% |
| 3Y | -35.8% | +528.3% | -564.1% | -38.7% |
| All | -35.8% | +538.9% | -574.8% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling