+199.8%
META vs ACI
+32.8%
+167.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.9% |
| 7D | +5.2% | +2.3% | +2.9% | +5.0% |
| 30D | -13.0% | +1.2% | -14.2% | -13.1% |
| 3M | +7.9% | +6.8% | +1.1% | +7.3% |
| 6M | +4.2% | -18.7% | +23.0% | +5.1% |
| YTD | -2.5% | -20.2% | +17.7% | -1.9% |
| 1Y | +5.6% | -23.7% | +29.3% | +6.6% |
| 3Y | +96.8% | -31.6% | +128.4% | +99.4% |
| 5Y | +90.0% | -42.8% | +132.8% | +93.2% |
| All | +199.8% | +32.8% | +167.0% | +168.3% |
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