-23.7%
FPS vs ACI
-23.8%
0.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.5% |
| 7D | +13.6% | +2.3% | +11.3% | +14.9% |
| 30D | -32.4% | +1.2% | -33.6% | -31.2% |
| 3M | -41.1% | +6.8% | -47.9% | -38.8% |
| 6M | -51.4% | -18.7% | -32.7% | -52.4% |
| All | -23.7% | -23.8% | 0.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling