+1,697.2%
ACN vs FE
+351.3%
+1,345.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -1.5% | +1.9% | -3.5% | -2.1% |
| 30D | +9.4% | -1.2% | +10.5% | +9.7% |
| 3M | +5.6% | +3.5% | +2.2% | +4.3% |
| 6M | -9.3% | -6.1% | -3.2% | -7.7% |
| YTD | -29.0% | +7.6% | -36.6% | -31.0% |
| 1Y | -24.7% | +11.9% | -36.6% | -27.9% |
| 3Y | -39.8% | +48.4% | -88.3% | -48.5% |
| 5Y | -40.9% | +44.8% | -85.7% | -49.3% |
| 10Y | +91.1% | +115.9% | -24.8% | +37.8% |
| All | +1,697.2% | +351.3% | +1,345.9% | +882.3% |
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 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