-16.9%
ACI vs FDS
+31.1%
-48.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.7% | +3.2% |
| 7D | +4.5% | +9.4% | -5.0% | +3.4% |
| 30D | +20.9% | +23.8% | -2.9% | +17.9% |
| 3M | +15.2% | +25.1% | -9.9% | +12.2% |
| 6M | -13.3% | +53.8% | -67.1% | -16.5% |
| YTD | -16.2% | +19.6% | -35.7% | -16.6% |
| 1Y | -16.9% | +31.6% | -48.5% | -18.3% |
| All | -16.9% | +31.1% | -48.0% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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