+186.5%
IBM vs ACI
+32.8%
+153.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +1.6% | +2.3% | -0.7% | +1.4% |
| 30D | +9.2% | +1.2% | +8.0% | +9.0% |
| 3M | +4.9% | +6.8% | -1.9% | +4.3% |
| 6M | +16.8% | -18.7% | +35.5% | +17.8% |
| YTD | -14.3% | -20.2% | +5.9% | -13.6% |
| 1Y | -16.7% | -23.7% | +7.0% | -15.7% |
| 3Y | +82.2% | -31.6% | +113.9% | +85.5% |
| 5Y | +149.9% | -42.8% | +192.7% | +155.3% |
| All | +186.5% | +32.8% | +153.7% | +181.4% |
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