+152.3%
ACN vs FICO
+527.0%
-374.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.8% | +2.2% | -6.1% | -4.6% |
| 30D | +16.5% | +0.1% | +16.5% | +16.0% |
| 3M | +41.5% | -35.2% | +76.6% | +60.1% |
| 6M | +60.1% | -32.4% | +92.4% | +77.6% |
| YTD | -3.9% | -57.4% | +53.5% | +24.5% |
| 1Y | +4.1% | -58.5% | +62.6% | +36.0% |
| 3Y | -15.9% | -28.9% | +13.0% | -18.2% |
| 5Y | -26.3% | +91.7% | -118.0% | -55.9% |
| All | +152.3% | +527.0% | -374.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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