+34.3%
ACI vs TRMB
+30.0%
+4.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -0.5% | +4.1% | -4.5% | -0.7% |
| 30D | +4.9% | -7.0% | +11.9% | +5.1% |
| 3M | +11.1% | -0.9% | +12.0% | +10.7% |
| 6M | -14.9% | -1.2% | -13.7% | -15.3% |
| YTD | -19.6% | -28.7% | +9.1% | -18.0% |
| 1Y | -22.7% | -32.1% | +9.4% | -20.9% |
| 3Y | -31.2% | +33.4% | -64.7% | -34.0% |
| 5Y | -42.3% | -35.6% | -6.7% | -44.0% |
| All | +34.3% | +30.0% | +4.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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