+6.3%
FE vs ACI
-18.4%
+24.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.1% |
| 7D | +1.7% | +4.5% | -2.8% | +1.6% |
| 30D | +8.1% | +20.9% | -12.7% | +7.7% |
| 3M | -1.3% | +15.2% | -16.6% | -1.6% |
| 6M | +2.9% | -13.3% | +16.2% | +3.5% |
| YTD | +8.6% | -16.2% | +24.7% | +9.3% |
| 1Y | +6.3% | -16.9% | +23.2% | +7.1% |
| All | +6.3% | -18.4% | +24.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling