+88.5%
ACN vs FIS
-41.9%
+130.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.1% |
| 7D | -6.3% | -9.1% | +2.7% | -1.9% |
| 30D | -1.4% | -10.4% | +9.1% | +3.8% |
| 3M | +2.6% | -3.7% | +6.3% | +4.7% |
| 6M | -14.3% | -24.8% | +10.5% | -2.0% |
| YTD | -33.1% | -41.6% | +8.4% | -14.1% |
| 1Y | -28.8% | -42.7% | +13.9% | -7.8% |
| 3Y | -43.0% | -26.2% | -16.7% | -36.3% |
| 5Y | -44.0% | -66.1% | +22.1% | -11.5% |
| 10Y | +88.5% | -40.9% | +129.4% | +126.3% |
| All | +88.5% | -41.9% | +130.5% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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