-74.9%
FIS vs ACI
+34.0%
-108.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -27.4% | -0.6% | -26.8% | -27.4% |
| 30D | -16.8% | +9.5% | -26.4% | -17.5% |
| 3M | -32.6% | +10.1% | -42.7% | -33.2% |
| 6M | -33.4% | -15.4% | -18.0% | -33.1% |
| YTD | -56.0% | -19.5% | -36.5% | -55.8% |
| 1Y | -55.1% | -21.0% | -34.1% | -54.8% |
| 3Y | -41.4% | -31.2% | -10.2% | -40.6% |
| 5Y | -72.7% | -40.6% | -32.1% | -72.4% |
| All | -74.9% | +34.0% | -108.8% | -74.7% |
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 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