+17.7%
ACI vs FTV
+31.7%
-13.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -1.0% |
| 7D | -7.1% | -5.2% | -1.9% | -6.4% |
| 30D | -4.5% | -11.5% | +7.0% | -2.9% |
| 3M | -22.3% | -9.0% | -13.2% | -21.4% |
| 6M | -28.4% | -2.0% | -26.4% | -28.5% |
| YTD | -29.5% | -0.9% | -28.6% | -29.9% |
| 1Y | -34.2% | +14.8% | -49.0% | -36.0% |
| 3Y | -45.7% | -5.5% | -40.2% | -46.0% |
| 5Y | -40.8% | -1.9% | -38.9% | -43.5% |
| All | +17.7% | +31.7% | -13.9% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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