+72.6%
FERG vs ACI
-44.9%
+117.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | -0.5% |
| 7D | +3.4% | -2.6% | +5.9% | +3.7% |
| 30D | -11.5% | +1.1% | -12.6% | -11.6% |
| 3M | +1.3% | -23.6% | +24.9% | +4.2% |
| 6M | -1.0% | -29.9% | +29.0% | +3.0% |
| YTD | +3.2% | -26.9% | +30.1% | +6.4% |
| 1Y | -3.0% | -34.2% | +31.3% | +1.6% |
| 3Y | +55.0% | -43.6% | +98.7% | +65.1% |
| 5Y | +72.6% | -42.4% | +115.0% | +80.3% |
| All | +72.6% | -44.9% | +117.6% | +80.3% |
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