-40.6%
ACI vs TRMB
-37.9%
-2.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.2% |
| 7D | -0.6% | -16.6% | +15.9% | +0.8% |
| 30D | +9.5% | -8.9% | +18.4% | +10.1% |
| 3M | +10.1% | -6.3% | +16.4% | +10.2% |
| 6M | -15.4% | -10.0% | -5.4% | -15.1% |
| YTD | -19.5% | -30.1% | +10.6% | -17.2% |
| 1Y | -21.0% | -31.3% | +10.3% | -18.5% |
| 3Y | -31.2% | +30.8% | -62.0% | -35.5% |
| 5Y | -40.6% | -35.9% | -4.6% | -43.7% |
| All | -40.6% | -37.9% | -2.7% | -43.7% |
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