+65.8%
FE vs ACI
+34.0%
+31.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +4.3% | +9.5% | -5.2% | +3.5% |
| 3M | +0.4% | +10.1% | -9.7% | -0.5% |
| 6M | +6.9% | -15.4% | +22.3% | +8.0% |
| YTD | +8.0% | -19.5% | +27.6% | +9.4% |
| 1Y | +4.8% | -21.0% | +25.8% | +6.3% |
| 3Y | +49.0% | -31.2% | +80.1% | +52.5% |
| 5Y | +46.2% | -40.6% | +86.8% | +49.5% |
| All | +65.8% | +34.0% | +31.8% | +68.8% |
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