+13.8%
FIX vs ACI
-21.6%
+35.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | +0.3% |
| 7D | -13.9% | -0.6% | -13.3% | -13.9% |
| 30D | -35.5% | +9.5% | -45.1% | -32.9% |
| 3M | -33.9% | +10.1% | -44.0% | -30.8% |
| 6M | -43.3% | -15.4% | -27.9% | -44.2% |
| YTD | +18.7% | -19.5% | +38.2% | +16.8% |
| 1Y | +13.8% | -21.0% | +34.7% | +11.2% |
| All | +13.8% | -21.6% | +35.3% | +11.2% |
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