-56.6%
FIG vs ACI
-33.6%
-23.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.3% | -2.4% | -5.4% |
| 7D | -16.4% | -2.6% | -13.8% | -16.2% |
| 30D | -2.3% | +1.1% | -3.4% | -2.4% |
| 3M | +7.8% | -23.6% | +31.5% | +4.7% |
| 6M | -21.8% | -29.9% | +8.1% | -25.8% |
| YTD | -39.1% | -26.9% | -12.3% | -41.8% |
| 1Y | -56.6% | -34.2% | -22.4% | -60.4% |
| All | -56.6% | -33.6% | -23.0% | -60.4% |
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