-39.9%
ACN vs FITB
+132.2%
-172.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | +9.4% | -4.7% | +14.1% | +10.8% |
| 3M | +5.6% | +6.7% | -1.0% | +3.5% |
| 6M | -9.3% | +12.6% | -21.8% | -12.8% |
| YTD | -29.0% | +19.1% | -48.1% | -33.0% |
| 1Y | -24.7% | +22.6% | -47.3% | -29.8% |
| All | -39.9% | +132.2% | -172.1% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling