+2,946.2%
FIX vs ACI
+33.9%
+2,912.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -2.8% |
| 7D | +17.0% | -0.5% | +17.5% | +17.0% |
| 30D | -30.6% | +4.9% | -35.5% | -30.6% |
| 3M | -35.0% | +11.1% | -46.1% | -35.1% |
| 6M | -44.0% | -14.9% | -29.0% | -43.5% |
| YTD | +21.1% | -19.6% | +40.8% | +22.2% |
| 1Y | +16.3% | -22.7% | +39.0% | +17.6% |
| 3Y | +507.4% | -31.2% | +538.6% | +516.2% |
| 5Y | +1,052.1% | -42.3% | +1,094.4% | +1,075.3% |
| All | +2,946.2% | +33.9% | +2,912.3% | +2,913.1% |
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