-14.2%
ACN vs FGI
0.0%
-14.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.3% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | +22.6% | -3.2% | +25.9% | +22.6% |
| 3M | +45.9% | +64.1% | -18.2% | +46.8% |
| 6M | +43.8% | +17.2% | +26.6% | +44.6% |
| YTD | -2.5% | +31.6% | -34.0% | -1.5% |
| 1Y | +6.5% | +45.1% | -38.6% | +7.6% |
| 3Y | -14.2% | -2.0% | -12.2% | -11.3% |
| All | -14.2% | 0.0% | -14.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling