+151.4%
ACN vs FIX
+3,814.3%
-3,662.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.5% |
| 7D | -4.0% | +6.4% | -10.5% | -5.0% |
| 30D | +19.0% | -29.1% | +48.1% | +23.6% |
| 3M | +42.2% | -31.1% | +73.3% | +47.5% |
| 6M | +50.1% | -42.8% | +93.0% | +58.1% |
| YTD | -2.7% | +24.6% | -27.4% | -14.5% |
| 1Y | +7.6% | +21.9% | -14.4% | -5.5% |
| 3Y | -15.9% | +524.9% | -540.8% | -56.5% |
| 5Y | -24.4% | +1,092.2% | -1,116.6% | -69.0% |
| 10Y | +151.4% | +3,759.0% | -3,607.7% | -30.4% |
| All | +151.4% | +3,814.3% | -3,662.9% | -30.4% |
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