-74.5%
FIS vs ACI
+29.9%
-104.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.0% |
| 7D | -25.5% | -2.2% | -23.3% | -25.4% |
| 30D | -15.1% | +10.3% | -25.3% | -15.8% |
| 3M | -32.1% | +7.2% | -39.3% | -32.5% |
| 6M | -36.1% | -18.0% | -18.1% | -35.6% |
| YTD | -55.4% | -22.0% | -33.4% | -55.0% |
| 1Y | -53.9% | -23.4% | -30.5% | -53.5% |
| 3Y | -39.8% | -35.8% | -3.9% | -38.8% |
| 5Y | -71.1% | -43.7% | -27.4% | -70.7% |
| All | -74.5% | +29.9% | -104.4% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling