-34.2%
ACI vs FFIV
+23.1%
-57.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.3% |
| 7D | -2.6% | -1.5% | -1.0% | -2.5% |
| 30D | +1.1% | -2.7% | +3.7% | +1.0% |
| 3M | -23.6% | -1.7% | -22.0% | -23.7% |
| 6M | -29.9% | +36.1% | -66.1% | -30.2% |
| YTD | -26.9% | +52.6% | -79.5% | -27.9% |
| 1Y | -34.2% | +21.5% | -55.8% | -33.6% |
| All | -34.2% | +23.1% | -57.3% | -33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling