-42.9%
ACN vs FITB
+71.1%
-114.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.9% |
| 7D | -4.8% | +2.8% | -7.6% | -5.7% |
| 30D | +1.9% | -4.5% | +6.4% | +3.4% |
| 3M | +3.9% | +5.7% | -1.8% | +1.8% |
| 6M | -15.0% | +17.1% | -32.1% | -19.9% |
| YTD | -31.9% | +18.3% | -50.2% | -36.2% |
| 1Y | -28.5% | +23.9% | -52.4% | -34.2% |
| 3Y | -41.9% | +131.1% | -173.0% | -57.8% |
| 5Y | -42.9% | +71.1% | -113.9% | -53.8% |
| All | -42.9% | +71.1% | -114.0% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling