-44.0%
ACI vs FLR
+245.1%
-289.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.3% |
| 7D | -5.0% | -3.1% | -1.9% | -5.0% |
| 30D | -2.3% | +4.9% | -7.2% | -2.5% |
| 3M | -23.2% | +10.8% | -34.0% | -23.6% |
| 6M | -29.5% | +19.7% | -49.1% | -30.3% |
| YTD | -28.6% | +38.4% | -67.0% | -30.3% |
| 1Y | -34.0% | +34.7% | -68.7% | -35.6% |
| 3Y | -45.0% | +56.7% | -101.6% | -48.4% |
| 5Y | -44.0% | +241.6% | -285.6% | -52.4% |
| All | -44.0% | +245.1% | -289.1% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling