+167.2%
IBM vs ACI
+21.8%
+145.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.9% |
| 7D | +0.3% | -2.6% | +2.9% | +0.5% |
| 30D | -1.5% | +1.1% | -2.6% | -1.6% |
| 3M | -16.8% | -23.6% | +6.9% | -15.4% |
| 6M | -9.0% | -29.9% | +20.9% | -7.1% |
| YTD | -20.1% | -26.9% | +6.8% | -18.8% |
| 1Y | -7.0% | -34.2% | +27.2% | -4.7% |
| 3Y | +72.4% | -43.6% | +116.0% | +78.5% |
| 5Y | +112.0% | -42.4% | +154.4% | +116.8% |
| All | +167.2% | +21.8% | +145.4% | +164.5% |
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