-14.2%
ACN vs FITB
+136.2%
-150.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.8% | -3.1% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | +22.6% | +7.3% | +15.3% | +20.0% |
| 3M | +45.9% | -4.0% | +49.9% | +47.5% |
| 6M | +43.8% | +11.9% | +31.9% | +38.4% |
| YTD | -2.5% | +19.0% | -21.5% | -8.3% |
| 1Y | +6.5% | +31.0% | -24.5% | -3.1% |
| 3Y | -14.2% | +143.8% | -158.0% | -30.3% |
| All | -14.2% | +136.2% | -150.3% | -30.3% |
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