+2,503.4%
FIX vs ACI
+34.5%
+2,468.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.6% | -7.9% | -11.6% |
| 7D | -27.2% | +3.5% | -30.8% | -27.2% |
| 30D | -46.9% | +16.8% | -63.7% | -47.0% |
| 3M | -44.4% | +13.1% | -57.5% | -44.5% |
| 6M | -50.9% | -15.6% | -35.3% | -50.5% |
| YTD | +3.5% | -19.2% | +22.8% | +4.4% |
| 1Y | -2.1% | -20.7% | +18.6% | -1.2% |
| 3Y | +418.7% | -33.4% | +452.1% | +428.7% |
| 5Y | +894.6% | -41.7% | +936.2% | +913.9% |
| All | +2,503.4% | +34.5% | +2,468.9% | +2,475.3% |
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