+99.6%
STM vs ACI
-32.3%
+131.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +5.8% | +0.2% | +5.6% | +5.8% |
| 30D | -1.0% | +5.9% | -6.9% | -1.6% |
| 3M | -33.3% | -19.8% | -13.5% | -32.5% |
| 6M | +57.4% | -24.7% | +82.1% | +57.2% |
| YTD | +102.2% | -24.4% | +126.6% | +102.3% |
| 1Y | +99.6% | -31.5% | +131.1% | +113.5% |
| All | +99.6% | -32.3% | +131.9% | +113.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling