+1,697.2%
ACN vs FITB
+83.0%
+1,614.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | +9.4% | -4.7% | +14.1% | +10.3% |
| 3M | +5.6% | +6.7% | -1.0% | +4.3% |
| 6M | -9.3% | +12.6% | -21.8% | -11.5% |
| YTD | -29.0% | +19.1% | -48.1% | -31.5% |
| 1Y | -24.7% | +22.6% | -47.3% | -27.7% |
| 3Y | -39.8% | +127.1% | -166.9% | -48.9% |
| 5Y | -40.9% | +71.8% | -112.7% | -47.7% |
| 10Y | +91.1% | +287.2% | -196.1% | +42.4% |
| All | +1,697.2% | +83.0% | +1,614.2% | +1,591.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling