+199.7%
META vs ACI
+34.0%
+165.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +3.3% | -0.6% | +3.9% | +3.3% |
| 30D | -10.8% | +9.5% | -20.3% | -11.4% |
| 3M | +7.9% | +10.1% | -2.2% | +7.1% |
| 6M | +5.4% | -15.4% | +20.8% | +6.0% |
| YTD | -2.6% | -19.5% | +17.0% | -2.0% |
| 1Y | +1.9% | -21.0% | +22.8% | +2.6% |
| 3Y | +97.0% | -31.2% | +128.2% | +99.5% |
| 5Y | +97.6% | -40.6% | +138.2% | +100.4% |
| All | +199.7% | +34.0% | +165.7% | +168.0% |
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