+7.0%
ACN vs FIX
+14.0%
-7.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.4% | -11.8% | +0.5% |
| 7D | -2.5% | -7.2% | +4.7% | -3.9% |
| 30D | +22.6% | -35.1% | +57.8% | +8.2% |
| 3M | +45.9% | -34.3% | +80.2% | +30.4% |
| 6M | +43.8% | -42.9% | +86.8% | +26.6% |
| YTD | -2.5% | +19.5% | -21.9% | -2.6% |
| All | +7.0% | +14.0% | -7.0% | +7.0% |
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