+2,105.4%
FIX vs ACI
-42.9%
+2,148.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +6.0% | +0.2% | +5.9% | +6.0% |
| 30D | -7.2% | +5.9% | -13.2% | -7.2% |
| 3M | -15.9% | -19.8% | +3.9% | -15.3% |
| 6M | +12.7% | -24.7% | +37.5% | +13.6% |
| YTD | +72.8% | -24.4% | +97.2% | +73.9% |
| 1Y | +122.9% | -31.5% | +154.4% | +126.3% |
| 3Y | +774.3% | -38.7% | +813.0% | +792.4% |
| All | +2,105.4% | -42.9% | +2,148.4% | +2,118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling