-23.7%
ACI vs FLR
+8.4%
-32.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.9% |
| 7D | +2.3% | +5.4% | -3.1% | +3.1% |
| 30D | +1.2% | +2.8% | -1.6% | +2.0% |
| 3M | +6.8% | -6.4% | +13.2% | +6.4% |
| 6M | -18.7% | +8.8% | -27.5% | -17.3% |
| YTD | -20.2% | +23.6% | -43.8% | -19.7% |
| 1Y | -23.7% | +13.8% | -37.5% | -22.9% |
| All | -23.7% | +8.4% | -32.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling