-23.4%
ACI vs TMF
-22.9%
-0.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -2.2% | +1.2% | -3.4% | -2.3% |
| 30D | +10.3% | +19.7% | -9.4% | +9.0% |
| 3M | +7.2% | -2.1% | +9.3% | +6.3% |
| 6M | -18.0% | -13.4% | -4.6% | -18.8% |
| YTD | -22.0% | -16.7% | -5.3% | -21.8% |
| 1Y | -23.4% | -23.3% | 0.0% | -22.2% |
| All | -23.4% | -22.9% | -0.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling