-58.4%
FICO vs ACI
-21.6%
-36.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | +9.4% | +9.5% | -0.1% | +7.3% |
| 3M | -30.4% | +10.1% | -40.5% | -31.9% |
| 6M | -35.1% | -15.4% | -19.7% | -36.0% |
| YTD | -56.8% | -19.5% | -37.2% | -57.7% |
| 1Y | -58.4% | -21.0% | -37.4% | -59.2% |
| All | -58.4% | -21.6% | -36.8% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling