-22.5%
ACN vs FE
+42.2%
-64.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.4% |
| 7D | +0.9% | -1.0% | +1.9% | +1.2% |
| 30D | +33.5% | +4.1% | +29.4% | +32.1% |
| 3M | +53.5% | -1.0% | +54.5% | +53.8% |
| 6M | +52.2% | +4.0% | +48.2% | +50.5% |
| YTD | -0.1% | +6.8% | -6.9% | -2.5% |
| 1Y | +11.0% | +5.3% | +5.8% | +8.6% |
| 3Y | -11.8% | +44.6% | -56.4% | -24.6% |
| All | -22.5% | +42.2% | -64.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling