+88.7%
ACN vs FDX
+178.0%
-89.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.3% |
| 7D | -4.8% | -3.3% | -1.5% | -3.7% |
| 30D | +1.9% | -1.4% | +3.3% | +2.3% |
| 3M | +3.9% | -4.5% | +8.4% | +5.0% |
| 6M | -15.0% | +9.4% | -24.4% | -18.5% |
| YTD | -31.9% | +36.0% | -67.9% | -39.6% |
| 1Y | -28.5% | +75.5% | -104.0% | -42.2% |
| 3Y | -41.9% | +62.8% | -104.7% | -53.6% |
| 5Y | -42.9% | +64.4% | -107.3% | -56.1% |
| 10Y | +88.7% | +175.5% | -86.7% | +5.6% |
| All | +88.7% | +178.0% | -89.2% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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