+97.4%
STM vs ACI
-33.6%
+131.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | +5.2% | -2.6% | +7.8% | +5.4% |
| 30D | -7.4% | +1.1% | -8.4% | -7.5% |
| 3M | -30.6% | -23.6% | -7.0% | -29.9% |
| 6M | +66.4% | -29.9% | +96.3% | +66.4% |
| YTD | +101.1% | -26.9% | +128.0% | +101.8% |
| 1Y | +97.4% | -34.2% | +131.6% | +112.1% |
| All | +97.4% | -33.6% | +131.0% | +112.1% |
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