+4.3%
ACN vs FIX
+17.5%
-13.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -2.4% |
| 7D | -5.7% | +16.9% | -22.6% | -0.8% |
| 30D | +17.0% | -30.6% | +47.7% | +5.4% |
| 3M | +39.9% | -35.1% | +75.0% | +24.4% |
| 6M | +50.2% | -44.0% | +94.2% | +31.8% |
| YTD | -4.2% | +21.0% | -25.2% | -3.3% |
| 1Y | +4.3% | +16.2% | -11.8% | +5.3% |
| All | +4.3% | +17.5% | -13.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling