+218.1%
FAST vs ACI
+32.1%
+186.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.5% | +1.4% |
| 7D | +4.3% | -5.3% | +9.6% | +5.0% |
| 30D | +8.3% | +5.0% | +3.3% | +7.5% |
| 3M | +6.5% | +7.5% | -1.0% | +5.2% |
| 6M | +29.5% | -16.0% | +45.5% | +31.7% |
| YTD | +41.3% | -20.6% | +61.9% | +44.6% |
| 1Y | +37.4% | -23.5% | +60.9% | +41.4% |
| 3Y | +98.5% | -32.1% | +130.7% | +106.5% |
| 5Y | +111.1% | -42.5% | +153.6% | +121.6% |
| All | +218.1% | +32.1% | +186.0% | +183.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling