-61.9%
FLNC vs ACI
-45.8%
-16.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -4.3% |
| 7D | -5.0% | -7.1% | +2.1% | -5.2% |
| 30D | -26.1% | -4.5% | -21.6% | -26.2% |
| 3M | -55.2% | -22.3% | -32.9% | -55.0% |
| 6M | -42.6% | -28.4% | -14.2% | -42.3% |
| YTD | -51.0% | -29.5% | -21.5% | -50.9% |
| 1Y | +43.3% | -34.2% | +77.6% | +44.3% |
| All | -61.9% | -45.8% | -16.1% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling