-63.2%
FIS vs ACI
+25.9%
-89.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | -2.2% | +5.9% | -8.1% | -2.6% |
| 3M | +2.1% | -19.8% | +21.9% | +3.2% |
| 6M | -14.7% | -24.7% | +10.1% | -13.6% |
| YTD | -35.7% | -24.4% | -11.3% | -35.0% |
| 1Y | -37.1% | -31.5% | -5.6% | -36.0% |
| 3Y | -20.0% | -38.7% | +18.7% | -18.3% |
| 5Y | -62.1% | -42.8% | -19.3% | -61.6% |
| All | -63.2% | +25.9% | -89.1% | -62.7% |
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 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