+228.1%
ACM vs IFF
+157.0%
+71.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -12.9% | -0.3% | -12.6% | -12.7% |
| 3M | -6.4% | +18.6% | -24.9% | -14.8% |
| 6M | -29.2% | +17.4% | -46.6% | -36.6% |
| YTD | -29.9% | +28.5% | -58.4% | -40.9% |
| 1Y | -47.3% | +32.5% | -79.8% | -56.5% |
| 3Y | -19.6% | +34.1% | -53.7% | -37.3% |
| 5Y | +5.5% | -35.2% | +40.7% | +18.7% |
| 10Y | +129.7% | -21.1% | +150.8% | +108.1% |
| All | +228.1% | +157.0% | +71.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IFF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling