-39.3%
ACI vs FRSH
-72.5%
+33.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.1% | +3.2% |
| 7D | -3.7% | -6.6% | +2.9% | -3.6% |
| 30D | +0.6% | +2.1% | -1.5% | +0.5% |
| 3M | -20.3% | +29.0% | -49.3% | -20.5% |
| 6M | -24.7% | +48.6% | -73.3% | -24.9% |
| YTD | -27.2% | -2.9% | -24.3% | -27.2% |
| 1Y | -32.7% | -7.9% | -24.8% | -32.7% |
| 3Y | -43.9% | -46.5% | +2.6% | -43.9% |
| All | -39.3% | -72.5% | +33.2% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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