+531.5%
FANG vs ACI
+18.9%
+512.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.7% |
| 7D | -0.4% | -5.0% | +4.7% | +0.1% |
| 30D | +2.4% | -2.3% | +4.7% | +2.6% |
| 3M | +4.9% | -23.2% | +28.1% | +7.5% |
| 6M | +12.0% | -29.5% | +41.5% | +15.9% |
| YTD | +37.1% | -28.6% | +65.7% | +41.5% |
| 1Y | +52.3% | -34.0% | +86.3% | +58.4% |
| 3Y | +45.0% | -45.0% | +89.9% | +53.5% |
| 5Y | +231.0% | -44.0% | +275.0% | +245.8% |
| All | +531.5% | +18.9% | +512.6% | +596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling