+2,368.0%
ACN vs FIS
+164.7%
+2,203.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.8% |
| 7D | -2.5% | -29.4% | +26.9% | +10.4% |
| 30D | +22.6% | -16.7% | +39.4% | +29.6% |
| 3M | +45.9% | -33.0% | +78.9% | +68.8% |
| 6M | +43.8% | -33.3% | +77.2% | +67.5% |
| YTD | -2.5% | -56.0% | +53.5% | +35.3% |
| 1Y | +6.5% | -54.6% | +61.1% | +45.7% |
| 3Y | -14.2% | -40.6% | +26.5% | +2.6% |
| 5Y | -24.4% | -71.9% | +47.5% | +17.9% |
| 10Y | +156.3% | -55.3% | +211.6% | +227.3% |
| All | +2,368.0% | +164.7% | +2,203.3% | +1,350.3% |
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 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