-31.6%
ACI vs FFIV
+95.4%
-127.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.3% |
| 30D | +1.2% | -32.4% | +33.6% | +2.7% |
| 3M | +6.8% | -25.7% | +32.5% | +7.9% |
| 6M | -18.7% | -13.5% | -5.2% | -18.3% |
| YTD | -20.2% | +21.1% | -41.3% | -20.7% |
| 1Y | -23.7% | +29.4% | -53.1% | -24.4% |
| 3Y | -31.6% | +94.9% | -126.5% | -36.3% |
| All | -31.6% | +95.4% | -127.0% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling