+72.6%
FICO vs ACI
+39.5%
+33.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.8% | -3.6% |
| 7D | +0.4% | +4.5% | -4.1% | -0.1% |
| 30D | +1.7% | +20.9% | -19.2% | -0.4% |
| 3M | -33.0% | +15.2% | -48.3% | -34.1% |
| 6M | -33.9% | -13.3% | -20.5% | -33.5% |
| YTD | -58.5% | -16.2% | -42.3% | -58.3% |
| 1Y | -56.4% | -16.9% | -39.5% | -56.1% |
| 3Y | -24.7% | -30.8% | +6.2% | -23.2% |
| 5Y | +83.1% | -39.4% | +122.5% | +86.2% |
| All | +72.6% | +39.5% | +33.0% | +58.5% |
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