+275.6%
FERG vs ACI
+33.9%
+241.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.8% |
| 7D | +8.2% | -0.5% | +8.6% | +8.2% |
| 30D | +14.4% | +4.9% | +9.5% | +13.8% |
| 3M | +4.3% | +11.1% | -6.8% | +3.2% |
| 6M | +7.9% | -14.9% | +22.8% | +9.1% |
| YTD | +16.3% | -19.6% | +35.9% | +18.0% |
| 1Y | +2.2% | -22.7% | +25.0% | +4.3% |
| 3Y | +67.3% | -31.2% | +98.5% | +71.8% |
| 5Y | +75.3% | -42.3% | +117.7% | +81.0% |
| All | +275.6% | +33.9% | +241.8% | +270.6% |
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