-11.8%
ACN vs FE
+42.7%
-54.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.6% |
| 7D | +0.9% | -1.0% | +1.9% | +1.0% |
| 30D | +33.5% | +4.1% | +29.4% | +33.1% |
| 3M | +53.5% | -1.0% | +54.5% | +53.4% |
| 6M | +52.2% | +4.0% | +48.2% | +51.9% |
| YTD | -0.1% | +6.8% | -6.9% | -0.9% |
| 1Y | +11.0% | +5.3% | +5.8% | +10.1% |
| 3Y | -11.8% | +44.6% | -56.4% | -16.6% |
| All | -11.8% | +42.7% | -54.5% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling