+1,191.5%
FTI vs ACI
+32.8%
+1,158.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.2% |
| 7D | +4.3% | +2.3% | +2.0% | +4.0% |
| 30D | -4.7% | +1.2% | -5.9% | -4.9% |
| 3M | -13.5% | +6.8% | -20.3% | -14.4% |
| 6M | -8.7% | -18.7% | +10.0% | -6.9% |
| YTD | +49.0% | -20.2% | +69.2% | +51.9% |
| 1Y | +54.0% | -23.7% | +77.8% | +58.1% |
| 3Y | +211.6% | -31.6% | +243.3% | +223.9% |
| 5Y | +881.9% | -42.8% | +924.6% | +925.5% |
| All | +1,191.5% | +32.8% | +1,158.7% | +1,287.7% |
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