-43.6%
ACI vs TRMB
+13.0%
-56.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +1.1% | -1.2% | +2.3% | +1.2% |
| 3M | -23.6% | +9.6% | -33.3% | -24.1% |
| 6M | -29.9% | -16.1% | -13.8% | -29.3% |
| YTD | -26.9% | -25.0% | -1.9% | -25.5% |
| 1Y | -34.2% | -27.7% | -6.6% | -32.9% |
| 3Y | -43.6% | +15.3% | -58.9% | -45.8% |
| All | -43.6% | +13.0% | -56.7% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling