+1,388.0%
FTI vs ACI
+21.2%
+1,366.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.6% |
| 7D | -4.4% | -3.7% | -0.6% | -3.9% |
| 30D | +1.5% | +0.6% | +0.9% | +1.4% |
| 3M | +8.2% | -20.3% | +28.5% | +10.8% |
| 6M | +18.8% | -24.7% | +43.5% | +22.4% |
| YTD | +71.7% | -27.2% | +98.9% | +77.3% |
| 1Y | +90.0% | -32.7% | +122.8% | +98.4% |
| 3Y | +270.5% | -43.9% | +314.4% | +296.3% |
| 5Y | +1,084.5% | -38.9% | +1,123.4% | +1,130.4% |
| All | +1,388.0% | +21.2% | +1,366.8% | +1,519.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling