+16.4%
FANG vs ACI
-29.9%
+46.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.4% |
| 7D | +1.2% | -7.1% | +8.3% | +1.2% |
| 30D | +2.4% | -4.5% | +6.9% | +2.4% |
| 3M | +5.1% | -22.3% | +27.3% | +6.6% |
| 6M | +16.4% | -28.4% | +44.8% | +20.0% |
| All | +16.4% | -29.9% | +46.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 6mo: compounded portfolio wealth divided by compounded ACI 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…
6mo analysis · Full analysis span regression · 6 months rolling