+107.2%
FAST vs ACI
-42.9%
+150.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.4% | +0.2% | -0.5% | -0.4% |
| 30D | -0.8% | +5.9% | -6.7% | -1.7% |
| 3M | +5.8% | -19.8% | +25.5% | +8.7% |
| 6M | +8.0% | -24.7% | +32.7% | +12.0% |
| YTD | +25.6% | -24.4% | +50.0% | +30.0% |
| 1Y | +0.8% | -31.5% | +32.3% | +5.9% |
| 3Y | +86.1% | -38.7% | +124.8% | +98.2% |
| All | +107.2% | -42.9% | +150.1% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling