+22.2%
ACI vs FFIV
+190.9%
-168.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | -2.6% | -1.5% | -1.0% | -2.4% |
| 30D | +1.1% | -2.7% | +3.7% | +1.2% |
| 3M | -23.6% | -1.7% | -22.0% | -23.6% |
| 6M | -29.9% | +36.1% | -66.1% | -32.0% |
| YTD | -26.9% | +52.6% | -79.5% | -29.9% |
| 1Y | -34.2% | +21.5% | -55.8% | -35.7% |
| 3Y | -43.6% | +142.7% | -186.3% | -49.6% |
| 5Y | -42.4% | +92.6% | -135.0% | -47.8% |
| All | +22.2% | +190.9% | -168.7% | +9.0% |
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