+1,697.2%
ACN vs FIX
+58,713.9%
-57,016.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.7% |
| 7D | -1.5% | +6.0% | -7.6% | -2.6% |
| 30D | +9.4% | -7.2% | +16.6% | +10.5% |
| 3M | +5.6% | -15.9% | +21.5% | +6.9% |
| 6M | -9.3% | +12.7% | -22.0% | -14.5% |
| YTD | -29.0% | +72.8% | -101.8% | -39.1% |
| 1Y | -24.7% | +122.9% | -147.6% | -39.6% |
| 3Y | -39.8% | +774.3% | -814.1% | -66.4% |
| 5Y | -40.9% | +2,049.5% | -2,090.4% | -73.3% |
| 10Y | +91.1% | +5,821.5% | -5,730.3% | -34.0% |
| All | +1,697.2% | +58,713.9% | -57,016.7% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling