+86.2%
FERG vs ACI
-41.8%
+128.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.3% | +2.1% |
| 7D | +6.4% | -5.3% | +11.7% | +7.1% |
| 30D | +19.9% | +5.0% | +14.9% | +19.2% |
| 3M | +5.6% | +7.5% | -2.0% | +4.5% |
| 6M | +9.2% | -16.0% | +25.3% | +11.1% |
| YTD | +20.6% | -20.6% | +41.3% | +23.3% |
| 1Y | +5.7% | -23.5% | +29.2% | +8.7% |
| 3Y | +73.6% | -32.1% | +105.7% | +80.3% |
| 5Y | +86.2% | -42.5% | +128.7% | +94.2% |
| All | +86.2% | -41.8% | +128.0% | +94.2% |
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