+26.3%
ACI vs FTV
+37.5%
-11.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +0.2% | -4.5% | +4.7% | +0.8% |
| 30D | +5.9% | -7.1% | +13.0% | +6.9% |
| 3M | -19.8% | -7.2% | -12.6% | -19.1% |
| 6M | -24.7% | -1.5% | -23.2% | -24.9% |
| YTD | -24.4% | +3.5% | -27.9% | -25.2% |
| 1Y | -31.5% | +20.3% | -51.8% | -33.8% |
| 3Y | -38.7% | -3.1% | -35.6% | -39.2% |
| 5Y | -42.8% | +2.3% | -45.2% | -45.7% |
| All | +26.3% | +37.5% | -11.2% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling