+11.9%
ACN vs FIVE
+63.3%
-51.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.7% | -2.9% | +2.6% |
| 7D | +8.6% | +7.5% | +1.1% | +7.1% |
| 30D | +36.6% | +16.7% | +19.9% | +32.8% |
| 3M | +56.3% | +13.4% | +42.9% | +52.2% |
| 6M | +49.7% | +9.0% | +40.6% | +46.6% |
| YTD | +1.3% | +33.8% | -32.5% | -6.5% |
| 1Y | +11.9% | +61.2% | -49.2% | -2.0% |
| All | +11.9% | +63.3% | -51.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling