+106.8%
STM vs ACI
+18.9%
+88.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | +1.7% | -5.0% | +6.7% | +2.2% |
| 30D | -5.2% | -2.3% | -2.8% | -5.0% |
| 3M | -29.6% | -23.2% | -6.4% | -27.7% |
| 6M | +54.4% | -29.5% | +83.8% | +59.4% |
| YTD | +99.5% | -28.6% | +128.1% | +105.3% |
| 1Y | +100.8% | -34.0% | +134.8% | +108.3% |
| 3Y | +20.2% | -45.0% | +65.1% | +26.7% |
| 5Y | +21.1% | -44.0% | +65.2% | +25.8% |
| All | +106.8% | +18.9% | +88.0% | +91.3% |
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