+46.3%
FE vs ACI
-43.3%
+89.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.0% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | +4.1% | +10.3% | -6.1% | +3.0% |
| 3M | -1.0% | +7.2% | -8.2% | -1.9% |
| 6M | +4.0% | -18.0% | +22.0% | +5.9% |
| YTD | +6.8% | -22.0% | +28.8% | +9.3% |
| 1Y | +5.3% | -23.4% | +28.7% | +7.9% |
| 3Y | +44.6% | -35.8% | +80.4% | +51.5% |
| All | +46.3% | -43.3% | +89.6% | +51.9% |
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