-22.6%
ACN vs FIX
+1,045.2%
-1,067.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +1.6% | -13.9% | +15.5% | +1.8% |
| 30D | +24.6% | -35.5% | +60.2% | +26.1% |
| 3M | +46.2% | -33.9% | +80.1% | +47.4% |
| 6M | +46.2% | -43.3% | +89.5% | +48.1% |
| YTD | -0.9% | +18.7% | -19.5% | -10.1% |
| 1Y | +8.8% | +13.8% | -5.0% | -1.1% |
| 3Y | -14.3% | +495.0% | -509.2% | -52.7% |
| 5Y | -22.6% | +1,049.0% | -1,071.7% | -70.7% |
| All | -22.6% | +1,045.2% | -1,067.8% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling