+162.5%
ACN vs FE
+107.2%
+55.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +33.5% | +5.2% | +28.4% | +31.5% |
| 3M | +53.5% | 0.0% | +53.5% | +53.4% |
| 6M | +52.2% | +5.0% | +47.2% | +49.7% |
| YTD | -0.1% | +7.9% | -8.0% | -3.0% |
| 1Y | +11.0% | +6.3% | +4.7% | +8.2% |
| 3Y | -11.8% | +46.0% | -57.8% | -24.1% |
| 5Y | -22.8% | +45.6% | -68.5% | -33.9% |
| All | +162.5% | +107.2% | +55.3% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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