-65.4%
FIS vs ACI
+21.8%
-87.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -5.7% |
| 7D | -3.5% | -2.6% | -0.9% | -3.3% |
| 30D | -7.8% | +1.1% | -8.9% | -7.9% |
| 3M | +0.8% | -23.6% | +24.5% | +2.2% |
| 6M | -21.9% | -29.9% | +8.0% | -20.5% |
| YTD | -39.5% | -26.9% | -12.6% | -38.6% |
| 1Y | -41.0% | -34.2% | -6.7% | -39.8% |
| 3Y | -23.6% | -43.6% | +20.0% | -21.7% |
| 5Y | -65.6% | -42.4% | -23.2% | -64.9% |
| All | -65.4% | +21.8% | -87.2% | -64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling