+88.7%
ACN vs FFIV
+224.0%
-135.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -4.8% | -1.5% | -3.3% | -4.2% |
| 30D | +1.9% | -2.7% | +4.5% | +2.7% |
| 3M | +3.9% | -1.7% | +5.5% | +3.4% |
| 6M | -15.0% | +36.1% | -51.1% | -26.9% |
| YTD | -31.9% | +52.6% | -84.5% | -44.5% |
| 1Y | -28.5% | +21.5% | -50.0% | -36.1% |
| 3Y | -41.9% | +142.7% | -184.6% | -63.2% |
| 5Y | -42.9% | +92.6% | -135.4% | -60.6% |
| 10Y | +88.7% | +225.5% | -136.8% | +1.8% |
| All | +88.7% | +224.0% | -135.3% | +1.8% |
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