+2,427.5%
ACN vs FE
+348.0%
+2,079.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.3% |
| 7D | +0.9% | -1.0% | +1.9% | +1.2% |
| 30D | +33.5% | +4.1% | +29.4% | +31.8% |
| 3M | +53.5% | -1.0% | +54.5% | +54.0% |
| 6M | +52.2% | +4.0% | +48.2% | +50.1% |
| YTD | -0.1% | +6.8% | -6.9% | -2.7% |
| 1Y | +11.0% | +5.3% | +5.8% | +8.5% |
| 3Y | -11.8% | +44.6% | -56.4% | -23.7% |
| 5Y | -22.8% | +44.2% | -67.0% | -33.6% |
| 10Y | +162.4% | +107.3% | +55.2% | +92.3% |
| All | +2,427.5% | +348.0% | +2,079.5% | +1,285.4% |
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