-16.0%
ACN vs FGI
-70.0%
+54.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.6% |
| 7D | +1.6% | -4.1% | +5.6% | +1.6% |
| 30D | +24.6% | -3.4% | +28.0% | +24.6% |
| 3M | +46.2% | +61.8% | -15.6% | +45.9% |
| 6M | +46.2% | +17.0% | +29.1% | +46.1% |
| YTD | -0.9% | +31.4% | -32.3% | -1.2% |
| 1Y | +8.8% | +42.7% | -33.9% | +8.1% |
| 3Y | -14.3% | -0.1% | -14.1% | -14.7% |
| All | -16.0% | -70.0% | +54.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling