+22.2%
ACI vs FCUV
-99.4%
+121.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -65.2% | +62.0% | -3.2% |
| 7D | -2.6% | -47.9% | +45.4% | -2.5% |
| 30D | +1.1% | +13.7% | -12.6% | +1.0% |
| 3M | -23.6% | +97.0% | -120.6% | -24.1% |
| 6M | -29.9% | -66.1% | +36.2% | -30.2% |
| YTD | -26.9% | -81.8% | +54.9% | -27.0% |
| 1Y | -34.2% | -93.3% | +59.0% | -34.3% |
| 3Y | -43.6% | -99.2% | +55.6% | -43.7% |
| 5Y | -42.4% | -99.9% | +57.5% | -42.5% |
| All | +22.2% | -99.4% | +121.6% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling