-52.0%
FIG vs ACI
-23.3%
-28.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | +3.4% | +2.3% | +1.1% | +2.8% |
| 30D | -9.5% | +1.2% | -10.7% | -9.3% |
| 3M | -26.2% | +6.8% | -33.0% | -26.8% |
| 6M | +2.7% | -18.7% | +21.4% | -0.5% |
| YTD | -48.0% | -20.2% | -27.7% | -51.1% |
| 1Y | -52.0% | -23.7% | -28.3% | -54.6% |
| All | -52.0% | -23.3% | -28.7% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling