+152.3%
ACN vs FLR
+7.4%
+144.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -3.8% | +5.4% | -9.2% | -4.5% |
| 30D | +16.5% | +2.8% | +13.7% | +15.8% |
| 3M | +41.5% | -6.4% | +47.9% | +42.1% |
| 6M | +60.1% | +8.8% | +51.3% | +55.9% |
| YTD | -3.9% | +23.6% | -27.5% | -8.8% |
| 1Y | +4.1% | +13.8% | -9.7% | -0.1% |
| 3Y | -15.9% | +36.5% | -52.3% | -23.6% |
| 5Y | -26.3% | +119.3% | -145.7% | -38.4% |
| All | +152.3% | +7.4% | +144.9% | +113.7% |
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