+67.6%
FE vs ACI
+32.8%
+34.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.1% |
| 7D | +1.2% | +2.3% | -1.0% | +1.0% |
| 30D | +4.5% | +1.2% | +3.3% | +4.4% |
| 3M | +1.3% | +6.8% | -5.5% | +0.7% |
| 6M | +8.7% | -18.7% | +27.4% | +10.1% |
| YTD | +9.2% | -20.2% | +29.4% | +10.7% |
| 1Y | +7.0% | -23.7% | +30.7% | +8.8% |
| 3Y | +51.4% | -31.6% | +83.0% | +55.0% |
| 5Y | +47.7% | -42.8% | +90.5% | +51.1% |
| All | +67.6% | +32.8% | +34.8% | +70.8% |
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