-35.8%
ACI vs TMF
-25.3%
-10.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.7% |
| 3M | +7.2% | -2.1% | +9.3% | +7.1% |
| 6M | -18.0% | -13.4% | -4.6% | -17.9% |
| YTD | -22.0% | -16.7% | -5.3% | -21.8% |
| 1Y | -23.4% | -23.3% | 0.0% | -23.1% |
| 3Y | -35.8% | -24.8% | -11.0% | -34.4% |
| All | -35.8% | -25.3% | -10.5% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling