-25.7%
FN vs ACI
-18.4%
-7.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.5% | -4.5% |
| 7D | -7.0% | +4.5% | -11.5% | -5.0% |
| 30D | -24.7% | +20.9% | -45.6% | -19.3% |
| 3M | -35.7% | +15.2% | -50.9% | -31.8% |
| 6M | -52.4% | -13.3% | -39.1% | -54.0% |
| YTD | -25.0% | -16.2% | -8.8% | -26.8% |
| 1Y | -25.7% | -16.9% | -8.8% | -29.2% |
| All | -25.7% | -18.4% | -7.2% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling