+452.6%
FN vs ACI
+32.8%
+419.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.8% | -6.5% | -7.3% |
| 7D | +0.3% | +2.3% | -2.0% | +0.3% |
| 30D | -16.5% | +1.2% | -17.8% | -16.6% |
| 3M | -42.1% | +6.8% | -48.9% | -42.2% |
| 6M | -52.9% | -18.7% | -34.2% | -52.5% |
| YTD | -28.0% | -20.2% | -7.7% | -27.6% |
| 1Y | -18.5% | -23.7% | +5.2% | -17.8% |
| 3Y | +93.9% | -31.6% | +125.5% | +95.8% |
| 5Y | +170.5% | -42.8% | +213.3% | +175.6% |
| All | +452.6% | +32.8% | +419.8% | +418.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling