+393.6%
FN vs ACI
+34.5%
+359.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.6% | -10.6% | -14.3% |
| 7D | -16.0% | +3.5% | -19.5% | -16.0% |
| 30D | -40.1% | +16.8% | -56.9% | -40.3% |
| 3M | -43.9% | +13.1% | -57.0% | -44.1% |
| 6M | -55.6% | -15.6% | -40.0% | -55.4% |
| YTD | -35.7% | -19.2% | -16.4% | -35.3% |
| 1Y | -39.8% | -20.7% | -19.2% | -39.5% |
| 3Y | +80.3% | -33.4% | +113.6% | +83.0% |
| 5Y | +143.3% | -41.7% | +185.0% | +147.7% |
| All | +393.6% | +34.5% | +359.2% | +363.0% |
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