-46.1%
BABA vs ACI
+29.9%
-76.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.6% |
| 7D | +11.6% | -2.2% | +13.9% | +11.8% |
| 30D | +2.3% | +10.3% | -8.0% | +1.4% |
| 3M | -13.7% | +7.2% | -20.9% | -14.3% |
| 6M | -21.9% | -18.0% | -3.9% | -20.8% |
| YTD | -24.6% | -22.0% | -2.7% | -23.5% |
| 1Y | -34.1% | -23.4% | -10.7% | -33.0% |
| 3Y | +36.3% | -35.8% | +72.1% | +40.4% |
| 5Y | -26.7% | -43.7% | +16.9% | -25.2% |
| All | -46.1% | +29.9% | -76.0% | -48.1% |
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