+2,844.3%
FIX vs ACI
+39.5%
+2,804.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.5% | -18.6% | -15.0% |
| 7D | -18.9% | +4.5% | -23.4% | -18.8% |
| 30D | -36.3% | +20.9% | -57.2% | -36.3% |
| 3M | -38.5% | +15.2% | -53.8% | -38.5% |
| 6M | -42.3% | -13.3% | -28.9% | -41.7% |
| YTD | +17.1% | -16.2% | +33.3% | +18.2% |
| 1Y | +14.4% | -16.9% | +31.3% | +15.5% |
| 3Y | +486.7% | -30.8% | +517.5% | +498.4% |
| 5Y | +1,083.7% | -39.4% | +1,123.1% | +1,107.4% |
| All | +2,844.3% | +39.5% | +2,804.8% | +2,814.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling