-50.0%
BABA vs ACI
+32.1%
-82.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -3.6% | -5.3% | +1.7% | -3.2% |
| 30D | -8.4% | +5.0% | -13.4% | -8.8% |
| 3M | -20.6% | +7.5% | -28.1% | -21.2% |
| 6M | -25.4% | -16.0% | -9.4% | -24.5% |
| YTD | -30.1% | -20.6% | -9.5% | -29.1% |
| 1Y | -36.3% | -23.5% | -12.7% | -35.2% |
| 3Y | +30.4% | -32.1% | +62.5% | +33.7% |
| 5Y | -35.7% | -42.5% | +6.8% | -34.5% |
| All | -50.0% | +32.1% | -82.1% | -51.9% |
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