+84.4%
FICO vs ACI
-42.9%
+127.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +2.2% | +2.3% | 0.0% | +1.8% |
| 30D | +0.1% | +1.2% | -1.2% | -0.3% |
| 3M | -35.2% | +6.8% | -42.0% | -36.0% |
| 6M | -32.4% | -18.7% | -13.6% | -31.1% |
| YTD | -57.4% | -20.2% | -37.2% | -56.7% |
| 1Y | -58.5% | -23.7% | -34.8% | -57.5% |
| 3Y | -28.9% | -31.6% | +2.8% | -26.2% |
| All | +84.4% | -42.9% | +127.3% | +92.2% |
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 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