+21.6%
ACI vs FCUV
-99.4%
+121.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | 0.0% | +3.2% |
| 7D | -3.7% | -66.5% | +62.7% | -3.6% |
| 30D | +0.6% | +5.0% | -4.4% | +0.5% |
| 3M | -20.3% | +63.8% | -84.1% | -20.8% |
| 6M | -24.7% | -67.8% | +43.2% | -24.9% |
| YTD | -27.2% | -82.4% | +55.2% | -27.4% |
| 1Y | -32.7% | -94.7% | +62.0% | -32.7% |
| 3Y | -43.9% | -99.3% | +55.4% | -43.9% |
| 5Y | -38.9% | -99.9% | +61.0% | -38.9% |
| All | +21.6% | -99.4% | +121.0% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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