+156.5%
ACN vs FIX
+3,608.1%
-3,451.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.5% |
| 7D | +0.9% | -17.5% | +18.3% | +2.9% |
| 30D | +33.5% | -41.6% | +75.1% | +42.4% |
| 3M | +53.5% | -40.6% | +94.1% | +62.4% |
| 6M | +52.2% | -49.4% | +101.6% | +62.8% |
| YTD | -0.1% | +9.2% | -9.3% | -10.6% |
| 1Y | +11.0% | +6.5% | +4.6% | -0.6% |
| 3Y | -11.8% | +448.7% | -460.5% | -53.5% |
| 5Y | -22.8% | +948.7% | -971.5% | -67.7% |
| All | +156.5% | +3,608.1% | -3,451.7% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling