-32.8%
ACI vs FGI
0.0%
-32.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | -5.9% | -1.4% | -4.5% | -5.9% |
| 30D | +7.2% | -3.2% | +10.4% | +7.2% |
| 3M | +8.8% | +64.1% | -55.3% | +7.4% |
| 6M | -17.2% | +17.2% | -34.4% | -18.2% |
| YTD | -21.3% | +31.6% | -52.8% | -22.4% |
| 1Y | -23.7% | +45.1% | -68.8% | -25.1% |
| 3Y | -32.8% | -2.0% | -30.9% | -34.0% |
| All | -32.8% | 0.0% | -32.8% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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