+31.5%
ACI vs FFIV
+137.3%
-105.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.8% |
| 7D | -5.9% | -2.1% | -3.8% | -5.7% |
| 30D | +7.2% | -33.8% | +41.0% | +10.7% |
| 3M | +8.8% | -20.6% | +29.4% | +10.5% |
| 6M | -17.2% | -10.2% | -6.9% | -16.8% |
| YTD | -21.3% | +24.5% | -45.7% | -23.5% |
| 1Y | -23.7% | +29.3% | -53.0% | -26.2% |
| 3Y | -32.8% | +103.8% | -136.6% | -39.3% |
| 5Y | -41.4% | +40.9% | -82.3% | -45.7% |
| All | +31.5% | +137.3% | -105.7% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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