+26.3%
ACI vs FND
-10.1%
+36.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +0.2% | -5.2% | +5.4% | +0.6% |
| 30D | +5.9% | -19.9% | +25.8% | +7.6% |
| 3M | -19.8% | +2.7% | -22.5% | -20.1% |
| 6M | -24.7% | -21.7% | -3.1% | -23.5% |
| YTD | -24.4% | -17.5% | -6.9% | -23.6% |
| 1Y | -31.5% | -39.3% | +7.8% | -29.2% |
| 3Y | -38.7% | -49.8% | +11.1% | -36.6% |
| 5Y | -42.8% | -60.1% | +17.3% | -42.0% |
| All | +26.3% | -10.1% | +36.4% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling