-24.4%
ACN vs FDX
+74.9%
-99.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.5% | -5.8% | -3.3% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +22.6% | +9.3% | +13.3% | +19.7% |
| 3M | +45.9% | +0.5% | +45.4% | +45.5% |
| 6M | +43.8% | +5.3% | +38.5% | +41.3% |
| YTD | -2.5% | +38.6% | -41.1% | -12.2% |
| 1Y | +6.5% | +53.5% | -47.0% | -7.1% |
| 3Y | -14.2% | +74.2% | -88.4% | -30.6% |
| 5Y | -24.4% | +75.3% | -99.7% | -41.1% |
| All | -24.4% | +74.9% | -99.3% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling