+24.2%
FIX vs ACI
-23.3%
+47.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.7% |
| 7D | +9.4% | +2.3% | +7.2% | +10.5% |
| 30D | -27.8% | +1.2% | -29.0% | -26.9% |
| 3M | -35.6% | +6.8% | -42.3% | -33.2% |
| 6M | -45.2% | -18.7% | -26.5% | -46.9% |
| YTD | +19.5% | -20.2% | +39.7% | +17.9% |
| 1Y | +24.2% | -23.7% | +48.0% | +22.5% |
| All | +24.2% | -23.3% | +47.6% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling