+73.4%
FICO vs ACI
+29.9%
+43.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | 0.0% |
| 7D | -0.9% | -2.2% | +1.3% | -0.8% |
| 30D | +3.3% | +10.3% | -7.0% | +2.2% |
| 3M | -31.7% | +7.2% | -38.9% | -32.3% |
| 6M | -34.0% | -18.0% | -16.0% | -33.2% |
| YTD | -58.3% | -22.0% | -36.3% | -57.8% |
| 1Y | -57.9% | -23.4% | -34.6% | -57.3% |
| 3Y | -24.1% | -35.8% | +11.8% | -22.0% |
| 5Y | +85.3% | -43.7% | +129.0% | +89.9% |
| All | +73.4% | +29.9% | +43.6% | +60.5% |
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