-42.4%
ACI vs FTV
+4.3%
-46.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | +1.1% | -8.3% | +9.4% | +2.3% |
| 3M | -23.6% | -7.4% | -16.2% | -23.0% |
| 6M | -29.9% | -1.2% | -28.7% | -30.1% |
| YTD | -26.9% | +2.7% | -29.6% | -27.7% |
| 1Y | -34.2% | +18.4% | -52.7% | -36.5% |
| 3Y | -43.6% | -2.0% | -41.6% | -44.3% |
| 5Y | -42.4% | +3.4% | -45.8% | -47.7% |
| All | -42.4% | +4.3% | -46.7% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling