+86.8%
YUM vs ACI
+21.2%
+65.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -2.4% |
| 7D | -6.1% | -3.7% | -2.3% | -5.7% |
| 30D | -5.8% | +0.6% | -6.4% | -5.9% |
| 3M | -7.6% | -20.3% | +12.7% | -5.8% |
| 6M | -9.1% | -24.7% | +15.5% | -6.9% |
| YTD | -5.5% | -27.2% | +21.7% | -3.0% |
| 1Y | -3.7% | -32.7% | +29.0% | -0.4% |
| 3Y | +17.8% | -43.9% | +61.7% | +23.6% |
| 5Y | +19.3% | -38.9% | +58.1% | +23.4% |
| All | +86.8% | +21.2% | +65.6% | +91.8% |
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 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