+34.3%
ACI vs FTV
+63.9%
-29.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.5% | +3.7% | -4.2% | -0.9% |
| 30D | +4.9% | +16.8% | -11.9% | +2.8% |
| 3M | +11.1% | +10.4% | +0.7% | +9.6% |
| 6M | -14.9% | +12.8% | -27.7% | -16.5% |
| YTD | -19.6% | +23.3% | -42.9% | -22.4% |
| 1Y | -22.7% | +31.0% | -53.7% | -26.0% |
| 3Y | -31.2% | +38.6% | -69.8% | -35.6% |
| 5Y | -42.3% | +17.6% | -59.9% | -46.2% |
| All | +34.3% | +63.9% | -29.6% | +19.1% |
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 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