-68.5%
FLNC vs ACI
-38.7%
-29.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.3% | +9.9% | +6.9% |
| 7D | +6.0% | -2.6% | +8.5% | +6.1% |
| 30D | -16.3% | +1.1% | -17.4% | -16.5% |
| 3M | -54.1% | -23.6% | -30.5% | -53.2% |
| 6M | -25.3% | -29.9% | +4.6% | -23.1% |
| YTD | -44.2% | -26.9% | -17.3% | -43.2% |
| 1Y | +53.1% | -34.2% | +87.4% | +58.3% |
| 3Y | -58.3% | -43.6% | -14.7% | -56.3% |
| All | -68.5% | -38.7% | -29.7% | -67.6% |
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