+129.5%
FICO vs ACI
+25.9%
+103.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.7% |
| 7D | -19.2% | +0.2% | -19.3% | -19.2% |
| 30D | -14.6% | +5.9% | -20.5% | -15.1% |
| 3M | -20.1% | -19.8% | -0.3% | -18.9% |
| 6M | -36.3% | -24.7% | -11.6% | -35.0% |
| YTD | -44.9% | -24.4% | -20.5% | -43.9% |
| 1Y | -38.6% | -31.5% | -7.1% | -37.0% |
| 3Y | +4.0% | -38.7% | +42.7% | +7.4% |
| 5Y | +99.5% | -42.8% | +142.3% | +105.1% |
| All | +129.5% | +25.9% | +103.6% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling