+185.1%
META vs ACI
+29.9%
+155.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.0% |
| 7D | -0.8% | -2.2% | +1.4% | -0.7% |
| 30D | -15.4% | +10.3% | -25.7% | -16.0% |
| 3M | +3.5% | +7.2% | -3.7% | +2.9% |
| 6M | -0.3% | -18.0% | +17.7% | +0.5% |
| YTD | -7.3% | -22.0% | +14.7% | -6.6% |
| 1Y | -1.1% | -23.4% | +22.3% | -0.2% |
| 3Y | +95.1% | -35.8% | +130.9% | +98.8% |
| 5Y | +80.6% | -43.7% | +124.2% | +83.7% |
| All | +185.1% | +29.9% | +155.2% | +155.5% |
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