+156.3%
ACN vs FFIV
+132.4%
+23.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.2% |
| 7D | -2.5% | -2.1% | -0.4% | -1.9% |
| 30D | +22.6% | -33.8% | +56.4% | +40.7% |
| 3M | +45.9% | -20.6% | +66.5% | +54.2% |
| 6M | +43.8% | -10.2% | +54.1% | +42.5% |
| YTD | -2.5% | +24.5% | -26.9% | -17.1% |
| 1Y | +6.5% | +29.3% | -22.8% | -11.1% |
| 3Y | -14.2% | +103.8% | -118.0% | -44.2% |
| 5Y | -24.4% | +40.9% | -65.3% | -43.0% |
| 10Y | +156.3% | +126.6% | +29.7% | +44.5% |
| All | +156.3% | +132.4% | +23.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling