-17.3%
TEM vs ACI
-32.3%
+15.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | -0.1% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +38.4% | +5.9% | +32.5% | +39.1% |
| 3M | +23.7% | -19.8% | +43.4% | +21.5% |
| 6M | +26.0% | -24.7% | +50.7% | +23.6% |
| YTD | +9.4% | -24.4% | +33.8% | +8.1% |
| 1Y | -17.3% | -31.5% | +14.2% | -9.0% |
| All | -17.3% | -32.3% | +15.1% | -9.0% |
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