+79.3%
FICO vs ACI
-41.1%
+120.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.6% |
| 7D | -0.1% | -5.9% | +5.8% | +0.9% |
| 30D | +8.4% | +7.2% | +1.2% | +7.1% |
| 3M | -30.5% | +8.8% | -39.3% | -31.5% |
| 6M | -35.7% | -17.2% | -18.5% | -34.7% |
| YTD | -57.2% | -21.3% | -35.9% | -56.4% |
| 1Y | -58.4% | -23.7% | -34.7% | -57.4% |
| 3Y | -24.8% | -32.8% | +8.0% | -21.9% |
| 5Y | +79.3% | -41.4% | +120.7% | +85.8% |
| All | +79.3% | -41.1% | +120.4% | +85.8% |
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