-52.4%
FIS vs ACGL
+324.4%
-376.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +2.8% | +2.2% | +0.6% | +1.9% |
| 30D | -16.7% | +12.3% | -29.0% | -21.1% |
| 3M | -32.3% | +11.8% | -44.1% | -35.7% |
| 6M | -29.1% | +17.5% | -46.5% | -34.1% |
| YTD | -54.1% | +14.3% | -68.4% | -57.0% |
| 1Y | -53.7% | +18.2% | -71.9% | -57.3% |
| 3Y | -38.8% | +33.2% | -72.0% | -47.8% |
| 5Y | -71.1% | +174.3% | -245.4% | -83.2% |
| All | -52.4% | +324.4% | -376.7% | -76.8% |
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