+1,697.2%
ACN vs FLEX
+513.7%
+1,183.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | +9.4% | -10.1% | +19.5% | +11.6% |
| 3M | +5.6% | -31.3% | +37.0% | +12.0% |
| 6M | -9.3% | +71.3% | -80.5% | -26.2% |
| YTD | -29.0% | +81.2% | -110.2% | -43.5% |
| 1Y | -24.7% | +98.5% | -123.2% | -42.0% |
| 3Y | -39.8% | +428.2% | -468.1% | -65.6% |
| 5Y | -40.9% | +657.3% | -698.2% | -69.6% |
| 10Y | +91.1% | +995.9% | -904.8% | -18.7% |
| All | +1,697.2% | +513.7% | +1,183.6% | +488.7% |
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