-58.1%
FIG vs ACI
-21.6%
-36.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.1% | -4.5% |
| 7D | -11.4% | -0.6% | -10.8% | -11.0% |
| 30D | -17.2% | +9.5% | -26.7% | -18.2% |
| 3M | -26.6% | +10.1% | -36.7% | -27.6% |
| 6M | -9.8% | -15.4% | +5.6% | -12.2% |
| YTD | -50.1% | -19.5% | -30.6% | -53.4% |
| 1Y | -58.1% | -21.0% | -37.1% | -60.6% |
| All | -58.1% | -21.6% | -36.5% | -60.6% |
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