-44.5%
FIX vs ACI
-13.1%
-31.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.5% | -18.6% | -13.5% |
| 7D | -18.9% | +4.5% | -23.4% | -16.9% |
| 30D | -36.3% | +20.9% | -57.2% | -31.4% |
| 3M | -38.5% | +15.2% | -53.8% | -34.6% |
| All | -44.5% | -13.1% | -31.4% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling