-45.0%
ACI vs FND
-50.0%
+5.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | -5.0% | -0.8% | -4.3% | -5.0% |
| 30D | -2.3% | -19.6% | +17.3% | -1.4% |
| 3M | -23.2% | -4.3% | -18.8% | -23.0% |
| 6M | -29.5% | -20.4% | -9.0% | -28.7% |
| YTD | -28.6% | -21.9% | -6.7% | -27.8% |
| 1Y | -34.0% | -45.2% | +11.2% | -32.4% |
| All | -45.0% | -50.0% | +5.1% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling