-15.9%
ACN vs FIX
+503.5%
-519.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.1% |
| 7D | -3.8% | +9.4% | -13.3% | -3.1% |
| 30D | +16.5% | -27.8% | +44.3% | +14.4% |
| 3M | +41.5% | -35.6% | +77.0% | +38.2% |
| 6M | +60.1% | -45.2% | +105.3% | +56.6% |
| YTD | -3.9% | +19.5% | -23.4% | -9.3% |
| 1Y | +4.1% | +24.2% | -20.1% | -2.2% |
| 3Y | -15.9% | +494.2% | -510.0% | -36.8% |
| All | -15.9% | +503.5% | -519.3% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling