+2,903.5%
FIX vs ACI
+31.1%
+2,872.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +9.4% |
| 7D | -7.2% | -5.9% | -1.3% | -7.3% |
| 30D | -35.1% | +7.2% | -42.3% | -35.2% |
| 3M | -34.3% | +8.8% | -43.1% | -34.4% |
| 6M | -42.9% | -17.2% | -25.7% | -42.5% |
| YTD | +19.5% | -21.3% | +40.7% | +20.4% |
| 1Y | +16.8% | -23.7% | +40.5% | +18.0% |
| 3Y | +506.7% | -32.8% | +539.6% | +515.5% |
| 5Y | +1,046.7% | -41.4% | +1,088.1% | +1,065.3% |
| All | +2,903.5% | +31.1% | +2,872.3% | +2,869.7% |
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