-31.6%
ACN vs FIG
-73.2%
+41.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.7% | +1.6% | -3.2% |
| 7D | -4.8% | -16.4% | +11.5% | -2.2% |
| 30D | +1.9% | -2.3% | +4.2% | +1.9% |
| 3M | +3.9% | +7.8% | -3.9% | +1.8% |
| 6M | -15.0% | -21.8% | +6.8% | -15.3% |
| YTD | -31.9% | -39.1% | +7.2% | -31.9% |
| 1Y | -28.5% | -56.6% | +28.1% | -27.5% |
| All | -31.6% | -73.2% | +41.6% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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