-39.6%
TLT vs ACI
+21.8%
-61.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +0.4% | -2.6% | +3.0% | +0.4% |
| 30D | -0.3% | +1.1% | -1.4% | -0.3% |
| 3M | -1.7% | -23.6% | +21.9% | -1.5% |
| 6M | -4.9% | -29.9% | +25.0% | -4.6% |
| YTD | -2.8% | -26.9% | +24.1% | -2.5% |
| 1Y | -4.2% | -34.2% | +30.0% | -3.9% |
| 3Y | -1.1% | -43.6% | +42.5% | -0.6% |
| 5Y | -33.7% | -42.4% | +8.7% | -33.3% |
| All | -39.6% | +21.8% | -61.4% | -39.5% |
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