+6.5%
FIX vs ACI
-23.4%
+29.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.4% | +8.8% | +4.0% |
| 7D | -17.5% | -2.2% | -15.2% | -17.9% |
| 30D | -41.6% | +10.3% | -51.9% | -39.1% |
| 3M | -40.6% | +7.2% | -47.8% | -38.5% |
| 6M | -49.4% | -18.0% | -31.4% | -50.9% |
| YTD | +9.2% | -22.0% | +31.2% | +6.0% |
| 1Y | +6.5% | -23.4% | +29.8% | +2.6% |
| All | +6.5% | -23.4% | +29.9% | +2.6% |
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