+278.0%
FERG vs ACI
+32.8%
+245.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +9.7% | +2.3% | +7.5% | +9.5% |
| 30D | +15.0% | +1.2% | +13.8% | +14.9% |
| 3M | +3.8% | +6.8% | -3.0% | +3.0% |
| 6M | +10.6% | -18.7% | +29.3% | +12.5% |
| YTD | +17.0% | -20.2% | +37.2% | +18.9% |
| 1Y | +7.1% | -23.7% | +30.8% | +9.4% |
| 3Y | +67.7% | -31.6% | +99.4% | +72.4% |
| 5Y | +76.4% | -42.8% | +119.2% | +82.3% |
| All | +278.0% | +32.8% | +245.1% | +273.1% |
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 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