+2,408.2%
ACN vs FE
+353.0%
+2,055.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +24.6% | +4.3% | +20.3% | +23.0% |
| 3M | +46.2% | +0.4% | +45.8% | +46.0% |
| 6M | +46.2% | +6.9% | +39.2% | +42.8% |
| YTD | -0.9% | +8.0% | -8.9% | -3.8% |
| 1Y | +8.8% | +4.8% | +3.9% | +6.4% |
| 3Y | -14.3% | +49.0% | -63.2% | -26.6% |
| 5Y | -22.6% | +46.2% | -68.8% | -33.7% |
| 10Y | +153.7% | +120.9% | +32.9% | +82.1% |
| All | +2,408.2% | +353.0% | +2,055.2% | +1,269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling