-31.2%
ACI vs FTV
+38.5%
-69.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +2.1% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | +9.5% | +18.3% | -8.7% | +8.2% |
| 3M | +10.1% | +9.8% | +0.3% | +9.3% |
| 6M | -15.4% | +12.3% | -27.7% | -16.3% |
| YTD | -19.5% | +23.1% | -42.6% | -21.4% |
| 1Y | -21.0% | +32.5% | -53.5% | -23.3% |
| 3Y | -31.2% | +38.3% | -69.5% | -35.1% |
| All | -31.2% | +38.5% | -69.7% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling