-25.7%
ACI vs FGI
-70.0%
+44.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -0.6% | -4.1% | +3.5% | -0.5% |
| 30D | +9.5% | -3.4% | +12.9% | +9.5% |
| 3M | +10.1% | +61.8% | -51.7% | +8.2% |
| 6M | -15.4% | +17.0% | -32.4% | -16.7% |
| YTD | -19.5% | +31.4% | -51.0% | -21.3% |
| 1Y | -21.0% | +42.7% | -63.6% | -23.1% |
| 3Y | -31.2% | -0.1% | -31.1% | -34.0% |
| All | -25.7% | -70.0% | +44.4% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling