+2,427.5%
ACN vs FLEX
+291.0%
+2,136.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.3% | -2.7% |
| 7D | +0.9% | -19.3% | +20.2% | +4.9% |
| 30D | +33.5% | -41.5% | +75.1% | +47.4% |
| 3M | +53.5% | -43.1% | +96.6% | +69.2% |
| 6M | +52.2% | -48.2% | +100.4% | +66.0% |
| YTD | -0.1% | +15.5% | -15.6% | -14.3% |
| 1Y | +11.0% | +10.2% | +0.8% | -4.1% |
| 3Y | -11.8% | +256.8% | -268.6% | -46.3% |
| 5Y | -22.8% | +408.2% | -431.0% | -57.7% |
| 10Y | +162.4% | +580.9% | -418.4% | +21.4% |
| All | +2,427.5% | +291.0% | +2,136.5% | +793.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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