+93.1%
META vs ACI
-41.1%
+134.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.1% |
| 7D | +5.7% | -5.9% | +11.6% | +6.1% |
| 30D | -10.8% | +7.2% | -18.0% | -11.2% |
| 3M | +8.4% | +8.8% | -0.4% | +7.7% |
| 6M | +5.4% | -17.2% | +22.6% | +5.9% |
| YTD | -2.6% | -21.3% | +18.7% | -2.2% |
| 1Y | +3.5% | -23.7% | +27.3% | +4.2% |
| 3Y | +102.0% | -32.8% | +134.8% | +104.5% |
| 5Y | +93.1% | -41.4% | +134.5% | +92.9% |
| All | +93.1% | -41.1% | +134.2% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling