+153.7%
ACN vs FITB
+231.2%
-77.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +24.6% | +7.0% | +17.6% | +21.7% |
| 3M | +46.2% | -4.4% | +50.5% | +48.1% |
| 6M | +46.2% | +11.6% | +34.6% | +40.2% |
| YTD | -0.9% | +18.6% | -19.5% | -7.3% |
| 1Y | +8.8% | +29.8% | -21.1% | -1.5% |
| 3Y | -14.3% | +140.7% | -155.0% | -38.4% |
| 5Y | -22.6% | +48.6% | -71.2% | -35.9% |
| 10Y | +153.7% | +224.4% | -70.7% | +55.8% |
| All | +153.7% | +231.2% | -77.5% | +55.8% |
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