+86.8%
ACN vs FITB
+288.7%
-201.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -7.9% | -1.0% | -6.9% | -7.6% |
| 30D | -1.1% | -5.5% | +4.4% | +0.7% |
| 3M | +5.6% | +4.1% | +1.5% | +4.0% |
| 6M | -9.9% | +18.7% | -28.7% | -15.5% |
| YTD | -32.3% | +18.2% | -50.5% | -36.5% |
| 1Y | -25.3% | +23.7% | -49.0% | -31.1% |
| 3Y | -42.3% | +130.8% | -173.0% | -57.9% |
| 5Y | -43.5% | +69.8% | -113.3% | -55.3% |
| All | +86.8% | +288.7% | -201.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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