-44.0%
ACN vs FLR
+245.1%
-289.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.5% |
| 7D | -6.3% | -3.1% | -3.2% | -6.0% |
| 30D | -1.4% | +4.9% | -6.3% | -1.9% |
| 3M | +2.6% | +10.8% | -8.3% | +0.5% |
| 6M | -14.3% | +19.7% | -34.0% | -17.6% |
| YTD | -33.1% | +38.4% | -71.5% | -37.4% |
| 1Y | -28.8% | +34.7% | -63.5% | -33.4% |
| 3Y | -43.0% | +56.7% | -99.6% | -50.4% |
| 5Y | -44.0% | +241.6% | -285.6% | -58.5% |
| All | -44.0% | +245.1% | -289.1% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling