-24.4%
ACN vs FLR
+127.2%
-151.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -1.9% |
| 7D | -4.0% | +6.3% | -10.3% | -4.6% |
| 30D | +19.0% | +1.8% | +17.2% | +18.6% |
| 3M | +42.2% | -4.4% | +46.6% | +42.6% |
| 6M | +50.1% | +15.9% | +34.3% | +45.2% |
| YTD | -2.7% | +27.7% | -30.5% | -8.4% |
| 1Y | +7.6% | +11.6% | -4.0% | +3.4% |
| 3Y | -15.9% | +39.9% | -55.7% | -26.1% |
| 5Y | -24.4% | +127.5% | -151.9% | -40.5% |
| All | -24.4% | +127.2% | -151.6% | -40.5% |
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