+212.9%
FAST vs ACI
+31.1%
+181.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.9% |
| 7D | +3.8% | -5.9% | +9.7% | +4.7% |
| 30D | +8.1% | +7.2% | +0.9% | +6.9% |
| 3M | +5.8% | +8.8% | -3.0% | +4.3% |
| 6M | +24.9% | -17.2% | +42.0% | +27.2% |
| YTD | +38.9% | -21.3% | +60.2% | +42.3% |
| 1Y | +36.5% | -23.7% | +60.2% | +40.5% |
| 3Y | +98.1% | -32.8% | +131.0% | +106.4% |
| 5Y | +109.3% | -41.4% | +150.7% | +119.3% |
| All | +212.9% | +31.1% | +181.7% | +179.3% |
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