-24.4%
ACN vs FDS
-23.2%
-1.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.1% |
| 7D | -2.5% | -5.0% | +2.4% | +0.5% |
| 30D | +22.6% | +13.8% | +8.9% | +13.6% |
| 3M | +45.9% | +14.8% | +31.1% | +34.1% |
| 6M | +43.8% | +47.4% | -3.6% | +14.4% |
| YTD | -2.5% | +14.2% | -16.6% | -11.0% |
| 1Y | +6.5% | +26.6% | -20.2% | -8.8% |
| 3Y | -14.2% | -24.4% | +10.3% | -1.6% |
| 5Y | -24.4% | -22.6% | -1.8% | -14.1% |
| All | -24.4% | -23.2% | -1.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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