-44.2%
FISV vs ACI
+25.9%
-70.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -2.1% | +5.9% | -8.0% | -2.5% |
| 3M | -5.7% | -19.8% | +14.0% | -4.4% |
| 6M | -15.3% | -24.7% | +9.4% | -13.8% |
| YTD | -21.1% | -24.4% | +3.3% | -19.8% |
| 1Y | -61.1% | -31.5% | -29.6% | -60.1% |
| 3Y | -56.8% | -38.7% | -18.2% | -55.6% |
| 5Y | -54.2% | -42.8% | -11.4% | -53.2% |
| All | -44.2% | +25.9% | -70.1% | -41.0% |
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