+4,244.6%
FIX vs ACI
+25.9%
+4,218.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.4% |
| 3M | -15.9% | -19.8% | +3.9% | -15.2% |
| 6M | +12.7% | -24.7% | +37.5% | +13.8% |
| YTD | +72.8% | -24.4% | +97.2% | +74.3% |
| 1Y | +122.9% | -31.5% | +154.4% | +126.6% |
| 3Y | +774.3% | -38.7% | +813.0% | +793.5% |
| 5Y | +2,049.5% | -42.8% | +2,092.3% | +2,077.1% |
| All | +4,244.6% | +25.9% | +4,218.8% | +4,198.3% |
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