-53.5%
BABA vs ACI
+32.8%
-86.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -13.8% | +2.3% | -16.0% | -13.9% |
| 30D | -15.1% | +1.2% | -16.3% | -15.2% |
| 3M | -22.7% | +6.8% | -29.5% | -23.3% |
| 6M | -34.7% | -18.7% | -15.9% | -33.8% |
| YTD | -35.0% | -20.2% | -14.8% | -34.2% |
| 1Y | -40.4% | -23.7% | -16.7% | -39.4% |
| 3Y | +21.9% | -31.6% | +53.6% | +25.0% |
| 5Y | -39.9% | -42.8% | +2.9% | -38.7% |
| All | -53.5% | +32.8% | -86.3% | -55.3% |
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