+151.8%
ACN vs FICO
+524.6%
-372.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | -5.7% | +1.4% | -7.1% | -6.2% |
| 30D | +17.0% | -0.8% | +17.8% | +16.9% |
| 3M | +39.9% | -31.3% | +71.2% | +54.7% |
| 6M | +50.2% | -33.9% | +84.1% | +68.2% |
| YTD | -4.2% | -57.6% | +53.4% | +24.4% |
| 1Y | +4.3% | -59.7% | +64.0% | +37.6% |
| 3Y | -17.1% | -28.0% | +10.9% | -19.8% |
| 5Y | -26.5% | +91.0% | -117.4% | -56.0% |
| All | +151.8% | +524.6% | -372.8% | -19.3% |
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