+308.3%
ACN vs FIVE
+868.1%
-559.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.1% | -8.4% | -4.3% |
| 7D | -1.5% | +4.3% | -5.8% | -2.4% |
| 30D | +9.4% | +12.5% | -3.1% | +6.7% |
| 3M | +5.6% | +31.2% | -25.6% | -0.1% |
| 6M | -9.3% | +14.4% | -23.6% | -12.4% |
| YTD | -29.0% | +33.9% | -62.9% | -33.6% |
| 1Y | -24.7% | +65.1% | -89.7% | -32.6% |
| 3Y | -39.8% | +49.0% | -88.8% | -47.5% |
| 5Y | -40.9% | +30.3% | -71.2% | -48.6% |
| 10Y | +91.1% | +481.1% | -390.0% | +28.1% |
| All | +308.3% | +868.1% | -559.9% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling