+76.9%
FICO vs ACI
-43.3%
+120.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.1% |
| 7D | -0.9% | -2.2% | +1.3% | -0.7% |
| 30D | +3.3% | +10.3% | -7.0% | +1.6% |
| 3M | -31.7% | +7.2% | -38.9% | -32.6% |
| 6M | -34.0% | -18.0% | -16.0% | -32.8% |
| YTD | -58.3% | -22.0% | -36.3% | -57.5% |
| 1Y | -57.9% | -23.4% | -34.6% | -57.0% |
| 3Y | -24.1% | -35.8% | +11.8% | -20.6% |
| All | +76.9% | -43.3% | +120.3% | +83.1% |
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