-55.5%
FIS vs ACGL
+332.0%
-387.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -27.4% | +1.3% | -28.6% | -28.1% |
| 30D | -16.8% | +14.2% | -31.0% | -21.7% |
| 3M | -32.6% | +11.1% | -43.7% | -35.8% |
| 6M | -33.4% | +16.4% | -49.8% | -37.9% |
| YTD | -56.0% | +13.8% | -69.8% | -58.7% |
| 1Y | -55.1% | +21.6% | -76.6% | -59.0% |
| 3Y | -41.4% | +33.5% | -75.0% | -50.1% |
| 5Y | -72.7% | +174.8% | -247.5% | -84.1% |
| 10Y | -55.5% | +330.4% | -385.8% | -77.8% |
| All | -55.5% | +332.0% | -387.5% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling