+21.6%
ACI vs ZCMD
-100.0%
+121.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.1% | +10.3% | +3.3% |
| 7D | -3.7% | -5.4% | +1.7% | -3.7% |
| 30D | +0.6% | -24.8% | +25.4% | +0.7% |
| 3M | -20.3% | -62.8% | +42.5% | -19.2% |
| 6M | -24.7% | -99.5% | +74.9% | -23.1% |
| YTD | -27.2% | -99.8% | +72.5% | -25.6% |
| 1Y | -32.7% | -99.9% | +67.2% | -31.2% |
| 3Y | -43.9% | -100.0% | +56.1% | -42.7% |
| 5Y | -38.9% | -100.0% | +61.1% | -37.8% |
| All | +21.6% | -100.0% | +121.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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