+65.2%
FE vs ACI
+25.9%
+39.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.9% | +0.2% | +1.8% | +1.9% |
| 30D | -1.2% | +5.9% | -7.1% | -1.6% |
| 3M | +3.5% | -19.8% | +23.3% | +5.0% |
| 6M | -6.1% | -24.7% | +18.7% | -4.2% |
| YTD | +7.6% | -24.4% | +32.0% | +9.6% |
| 1Y | +11.9% | -31.5% | +43.4% | +14.9% |
| 3Y | +48.4% | -38.7% | +87.1% | +53.5% |
| 5Y | +44.8% | -42.8% | +87.6% | +48.7% |
| All | +65.2% | +25.9% | +39.3% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling