-32.8%
ACI vs FFIV
+103.5%
-136.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.9% |
| 7D | -5.9% | -2.1% | -3.8% | -5.8% |
| 30D | +7.2% | -33.8% | +41.0% | +8.7% |
| 3M | +8.8% | -20.6% | +29.4% | +9.7% |
| 6M | -17.2% | -10.2% | -6.9% | -16.8% |
| YTD | -21.3% | +24.5% | -45.7% | -21.7% |
| 1Y | -23.7% | +29.3% | -53.0% | -24.4% |
| 3Y | -32.8% | +103.8% | -136.6% | -37.5% |
| All | -32.8% | +103.5% | -136.3% | -37.5% |
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