+474.2%
ACN vs FIVE
+822.5%
-348.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | +33.5% | +17.7% | +15.9% | +29.4% |
| 3M | +53.5% | +4.0% | +49.5% | +51.9% |
| 6M | +52.2% | +2.6% | +49.6% | +50.3% |
| YTD | -0.1% | +27.6% | -27.7% | -5.8% |
| 1Y | +11.0% | +59.9% | -48.9% | +0.2% |
| 3Y | -11.8% | +35.8% | -47.6% | -21.6% |
| 5Y | -22.8% | +14.4% | -37.2% | -31.1% |
| 10Y | +162.4% | +576.1% | -413.7% | +73.6% |
| All | +474.2% | +822.5% | -348.3% | +249.9% |
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