+176.5%
FOXA vs ACI
+25.9%
+150.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -4.0% | +0.2% | -4.1% | -4.0% |
| 30D | +12.0% | +5.9% | +6.1% | +11.2% |
| 3M | +0.3% | -19.8% | +20.0% | +2.5% |
| 6M | +12.5% | -24.7% | +37.2% | +15.6% |
| YTD | -9.6% | -24.4% | +14.8% | -7.3% |
| 1Y | +8.6% | -31.5% | +40.1% | +12.6% |
| 3Y | +118.5% | -38.7% | +157.2% | +128.5% |
| 5Y | +88.8% | -42.8% | +131.6% | +96.2% |
| All | +176.5% | +25.9% | +150.6% | +168.2% |
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 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