-22.6%
FPS vs ACI
-19.9%
-2.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.5% | -20.9% | -15.5% |
| 7D | -23.3% | +4.5% | -27.8% | -21.0% |
| 30D | -42.4% | +20.9% | -63.3% | -37.4% |
| 3M | -43.0% | +15.2% | -58.3% | -38.8% |
| 6M | -44.5% | -13.3% | -31.2% | -44.2% |
| All | -22.6% | -19.9% | -2.7% | -20.7% |
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