+30.6%
ALNY vs ACI
-44.6%
+75.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | -6.4% | -7.1% | +0.6% | -5.5% |
| 30D | +11.9% | -4.5% | +16.4% | +12.6% |
| 3M | -15.0% | -22.3% | +7.3% | -12.8% |
| 6M | -23.2% | -28.4% | +5.2% | -20.6% |
| YTD | -37.8% | -29.5% | -8.2% | -35.6% |
| 1Y | -47.3% | -34.2% | -13.0% | -44.9% |
| 3Y | +22.9% | -45.7% | +68.5% | +31.5% |
| 5Y | +30.6% | -40.8% | +71.4% | +41.2% |
| All | +30.6% | -44.6% | +75.1% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling