+30.3%
ACI vs FDS
+3.8%
+26.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -2.7% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | +10.3% | +20.2% | -9.9% | +7.0% |
| 3M | +7.2% | +19.9% | -12.7% | +3.8% |
| 6M | -18.0% | +56.2% | -74.2% | -24.2% |
| YTD | -22.0% | +14.6% | -36.5% | -24.0% |
| 1Y | -23.4% | +31.6% | -55.0% | -27.5% |
| 3Y | -35.8% | -23.8% | -12.0% | -32.8% |
| 5Y | -43.7% | -22.6% | -21.1% | -42.9% |
| All | +30.3% | +3.8% | +26.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling