-83.7%
FIG vs ACI
-30.3%
-53.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +2.8% |
| 7D | -13.1% | -2.2% | -10.9% | -12.4% |
| 30D | -13.0% | +10.3% | -23.3% | -13.9% |
| 3M | -21.5% | +7.2% | -28.7% | -22.0% |
| 6M | -2.5% | -18.0% | +15.5% | -3.3% |
| YTD | -49.7% | -22.0% | -27.7% | -51.1% |
| 1Y | -59.1% | -23.4% | -35.7% | -60.2% |
| All | -83.7% | -30.3% | -53.4% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling