+77.3%
FICO vs ACI
+32.8%
+44.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +2.2% | +2.3% | 0.0% | +2.0% |
| 30D | +0.1% | +1.2% | -1.2% | -0.1% |
| 3M | -35.2% | +6.8% | -42.0% | -35.7% |
| 6M | -32.4% | -18.7% | -13.6% | -31.6% |
| YTD | -57.4% | -20.2% | -37.2% | -56.9% |
| 1Y | -58.5% | -23.7% | -34.8% | -57.9% |
| 3Y | -28.9% | -31.6% | +2.8% | -27.3% |
| 5Y | +91.7% | -42.8% | +134.5% | +95.9% |
| All | +77.3% | +32.8% | +44.5% | +63.6% |
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