-31.6%
ACI vs FGI
-16.0%
-15.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -25.2% | +24.4% | -0.5% |
| 7D | +2.3% | -14.4% | +16.7% | +2.4% |
| 30D | +1.2% | -11.8% | +13.0% | +1.3% |
| 3M | +6.8% | -46.2% | +53.0% | +7.4% |
| 6M | -18.7% | +5.2% | -23.9% | -19.6% |
| YTD | -20.2% | +10.5% | -30.7% | -21.3% |
| 1Y | -23.7% | +25.5% | -49.2% | -25.0% |
| 3Y | -31.6% | -16.0% | -15.6% | -32.8% |
| All | -31.6% | -16.0% | -15.6% | -32.8% |
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