-31.5%
ACI vs FND
-36.4%
+4.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +0.2% | -5.2% | +5.4% | +0.5% |
| 30D | +5.9% | -19.9% | +25.8% | +7.4% |
| 3M | -19.8% | +2.7% | -22.5% | -19.6% |
| 6M | -24.7% | -21.7% | -3.1% | -22.1% |
| YTD | -24.4% | -17.5% | -6.9% | -23.0% |
| 1Y | -31.5% | -39.3% | +7.8% | -26.6% |
| All | -31.5% | -36.4% | +4.9% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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