+1,697.2%
ACN vs FIS
+286.8%
+1,410.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | -1.5% | +1.1% | -2.6% | -2.0% |
| 30D | +9.4% | -2.2% | +11.6% | +10.2% |
| 3M | +5.6% | +2.1% | +3.5% | +4.9% |
| 6M | -9.3% | -14.7% | +5.4% | -2.8% |
| YTD | -29.0% | -35.7% | +6.7% | -14.2% |
| 1Y | -24.7% | -37.1% | +12.4% | -8.3% |
| 3Y | -39.8% | -20.0% | -19.8% | -35.4% |
| 5Y | -40.9% | -62.1% | +21.2% | -17.3% |
| 10Y | +91.1% | -37.4% | +128.5% | +115.8% |
| All | +1,697.2% | +286.8% | +1,410.4% | +819.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling