+26.3%
ACI vs FLR
+337.0%
-310.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | +0.2% | +5.4% | -5.3% | -0.1% |
| 30D | +5.9% | +11.4% | -5.5% | +5.3% |
| 3M | -19.8% | +11.4% | -31.2% | -20.4% |
| 6M | -24.7% | +16.6% | -41.4% | -25.7% |
| YTD | -24.4% | +41.7% | -66.1% | -26.5% |
| 1Y | -31.5% | +35.4% | -66.9% | -33.4% |
| 3Y | -38.7% | +57.3% | -96.0% | -42.3% |
| 5Y | -42.8% | +241.0% | -283.8% | -50.2% |
| All | +26.3% | +337.0% | -310.7% | +6.0% |
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