+33.3%
ACI vs FLR
+281.2%
-247.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | +2.3% | +5.4% | -3.1% | +2.1% |
| 30D | +1.2% | +2.8% | -1.6% | +1.1% |
| 3M | +6.8% | -6.4% | +13.2% | +7.0% |
| 6M | -18.7% | +8.8% | -27.5% | -19.5% |
| YTD | -20.2% | +23.6% | -43.8% | -22.0% |
| 1Y | -23.7% | +13.8% | -37.5% | -25.1% |
| 3Y | -31.6% | +36.5% | -68.1% | -35.2% |
| 5Y | -42.8% | +119.3% | -162.1% | -48.6% |
| All | +33.3% | +281.2% | -247.9% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling