+115.3%
FOXA vs ACI
-43.5%
+158.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | -0.6% | -2.6% | +1.9% | -0.4% |
| 30D | +2.3% | +1.1% | +1.2% | +2.2% |
| 3M | -2.8% | -23.6% | +20.8% | -1.3% |
| 6M | +9.6% | -29.9% | +39.5% | +11.6% |
| YTD | -9.9% | -26.9% | +17.0% | -8.4% |
| 1Y | +5.4% | -34.2% | +39.6% | +7.8% |
| 3Y | +115.3% | -43.6% | +158.9% | +114.1% |
| All | +115.3% | -43.5% | +158.7% | +114.1% |
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