-23.7%
ACI vs FND
-24.7%
+1.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.6% |
| 7D | +2.3% | -6.8% | +9.1% | +2.8% |
| 30D | +1.2% | +8.0% | -6.7% | +0.7% |
| 3M | +6.8% | -18.9% | +25.7% | +7.7% |
| 6M | -18.7% | +4.7% | -23.4% | -18.3% |
| YTD | -20.2% | -21.6% | +1.4% | -19.2% |
| 1Y | -23.7% | -22.0% | -1.7% | -22.8% |
| All | -23.7% | -24.7% | +1.0% | -22.8% |
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