+93.1%
ACN vs FLR
+19.7%
+73.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +3.2% |
| 7D | -1.5% | -3.5% | +2.0% | -1.1% |
| 30D | +2.1% | +4.2% | -2.1% | +1.5% |
| 3M | +11.1% | +8.1% | +3.0% | +9.1% |
| 6M | -6.8% | +21.5% | -28.4% | -10.7% |
| YTD | -30.0% | +36.8% | -66.8% | -34.2% |
| 1Y | -23.1% | +31.2% | -54.3% | -27.5% |
| 3Y | -40.4% | +53.9% | -94.3% | -46.5% |
| 5Y | -41.6% | +243.0% | -284.6% | -53.8% |
| All | +93.1% | +19.7% | +73.3% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling