-42.4%
ACI vs TRMB
-37.5%
-4.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.1% |
| 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% | -24.3% |
| 6M | -29.9% | -16.1% | -13.8% | -28.9% |
| YTD | -26.9% | -25.0% | -1.9% | -25.0% |
| 1Y | -34.2% | -27.7% | -6.6% | -32.4% |
| 3Y | -43.6% | +15.3% | -58.9% | -45.7% |
| 5Y | -42.4% | -37.4% | -5.0% | -49.3% |
| All | -42.4% | -37.5% | -4.9% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling