+249.6%
ALAB vs ACI
-31.5%
+281.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.9% | +12.8% | +14.1% |
| 7D | -5.6% | -5.9% | +0.3% | -8.1% |
| 30D | -36.6% | +7.2% | -43.8% | -34.3% |
| 3M | -35.1% | +8.8% | -43.9% | -31.8% |
| 6M | +8.5% | -17.2% | +25.7% | +5.7% |
| YTD | +30.4% | -21.3% | +51.6% | +25.9% |
| 1Y | +31.0% | -23.7% | +54.8% | +25.3% |
| All | +249.6% | -31.5% | +281.1% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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