+46.0%
FE vs ACI
-42.9%
+88.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.2% | +2.3% | -1.0% | +1.0% |
| 30D | +4.5% | +1.2% | +3.3% | +4.3% |
| 3M | +1.3% | +6.8% | -5.5% | +0.5% |
| 6M | +8.7% | -18.7% | +27.4% | +10.9% |
| YTD | +9.2% | -20.2% | +29.4% | +11.4% |
| 1Y | +7.0% | -23.7% | +30.7% | +9.8% |
| 3Y | +51.4% | -31.6% | +83.0% | +57.2% |
| All | +46.0% | -42.9% | +88.9% | +51.7% |
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