-50.3%
TEAM vs ACI
-42.9%
-7.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | +67.3% | +5.9% | +61.4% | +65.6% |
| 3M | +86.8% | -19.8% | +106.6% | +91.9% |
| 6M | +146.8% | -24.7% | +171.6% | +155.4% |
| YTD | +16.9% | -24.4% | +41.3% | +20.4% |
| 1Y | +12.8% | -31.5% | +44.3% | +17.8% |
| 3Y | -7.3% | -38.7% | +31.4% | -2.5% |
| All | -50.3% | -42.9% | -7.4% | -49.3% |
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 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