-48.1%
BABA vs ACI
+31.1%
-79.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -3.8% |
| 7D | +3.8% | -5.9% | +9.7% | +4.3% |
| 30D | -5.4% | +7.2% | -12.6% | -6.0% |
| 3M | -17.9% | +8.8% | -26.8% | -18.6% |
| 6M | -24.1% | -17.2% | -6.9% | -23.1% |
| YTD | -27.4% | -21.3% | -6.2% | -26.4% |
| 1Y | -36.1% | -23.7% | -12.3% | -35.0% |
| 3Y | +35.4% | -32.8% | +68.2% | +38.9% |
| 5Y | -30.1% | -41.4% | +11.3% | -28.7% |
| All | -48.1% | +31.1% | -79.2% | -50.1% |
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