+26.3%
ACI vs TRMB
+38.4%
-12.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +0.2% | -2.5% | +2.7% | +0.4% |
| 30D | +5.9% | +1.5% | +4.4% | +5.8% |
| 3M | -19.8% | +6.8% | -26.5% | -20.2% |
| 6M | -24.7% | -14.9% | -9.8% | -24.0% |
| YTD | -24.4% | -24.1% | -0.3% | -23.0% |
| 1Y | -31.5% | -25.4% | -6.1% | -30.2% |
| 3Y | -38.7% | +8.0% | -46.7% | -40.0% |
| 5Y | -42.8% | -37.3% | -5.5% | -44.7% |
| All | +26.3% | +38.4% | -12.1% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling