+21.6%
ACI vs FND
-15.3%
+36.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.2% | +3.2% |
| 7D | -3.7% | -5.8% | +2.0% | -3.3% |
| 30D | +0.6% | -20.2% | +20.8% | +2.3% |
| 3M | -20.3% | -12.0% | -8.4% | -19.6% |
| 6M | -24.7% | -18.5% | -6.1% | -23.7% |
| YTD | -27.2% | -22.3% | -5.0% | -26.1% |
| 1Y | -32.7% | -47.6% | +14.9% | -29.6% |
| 3Y | -43.9% | -49.8% | +5.9% | -42.1% |
| 5Y | -38.9% | -63.0% | +24.1% | -37.7% |
| All | +21.6% | -15.3% | +36.8% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling