+24.3%
SYY vs ACI
-31.8%
+56.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | 0.0% | -5.3% | +5.3% | +0.6% |
| 30D | -2.2% | +5.0% | -7.3% | -2.7% |
| 3M | -8.0% | +7.5% | -15.6% | -8.8% |
| 6M | +7.5% | -16.0% | +23.5% | +9.1% |
| YTD | +7.4% | -20.6% | +28.1% | +9.4% |
| 1Y | +4.9% | -23.5% | +28.4% | +7.5% |
| All | +24.3% | -31.8% | +56.1% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling