+92.0%
ACN vs FIX
+5,885.7%
-5,793.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.6% |
| 7D | -1.5% | +6.0% | -7.6% | -2.4% |
| 30D | +9.4% | -7.2% | +16.6% | +10.3% |
| 3M | +5.6% | -15.9% | +21.5% | +6.8% |
| 6M | -9.3% | +12.7% | -22.0% | -14.5% |
| YTD | -29.0% | +72.8% | -101.8% | -39.4% |
| 1Y | -24.7% | +122.9% | -147.6% | -40.2% |
| 3Y | -39.8% | +774.3% | -814.1% | -69.6% |
| 5Y | -40.9% | +2,049.5% | -2,090.4% | -77.7% |
| All | +92.0% | +5,885.7% | -5,793.7% | -44.8% |
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