-54.5%
FIS vs ACGL
+337.7%
-392.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.0% |
| 7D | -25.5% | +0.9% | -26.3% | -26.0% |
| 30D | -15.1% | +13.7% | -28.8% | -19.9% |
| 3M | -32.1% | +8.0% | -40.2% | -34.6% |
| 6M | -36.1% | +13.3% | -49.3% | -39.6% |
| YTD | -55.4% | +11.8% | -67.2% | -57.8% |
| 1Y | -53.9% | +22.2% | -76.1% | -58.1% |
| 3Y | -39.8% | +32.5% | -72.2% | -48.5% |
| 5Y | -71.1% | +160.2% | -231.3% | -82.8% |
| All | -54.5% | +337.7% | -392.2% | -77.3% |
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