+151.8%
ACN vs FLUT
-26.1%
+177.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -0.8% |
| 7D | -5.7% | -1.2% | -4.5% | -5.6% |
| 30D | +17.0% | +5.0% | +12.0% | +16.2% |
| 3M | +39.9% | -16.4% | +56.3% | +43.3% |
| 6M | +50.2% | -14.6% | +64.8% | +53.3% |
| YTD | -4.2% | -61.9% | +57.7% | +7.5% |
| 1Y | +4.3% | -65.0% | +69.3% | +18.0% |
| 3Y | -17.1% | -44.8% | +27.7% | -11.5% |
| 5Y | -26.5% | -49.9% | +23.4% | -23.2% |
| All | +151.8% | -26.1% | +177.8% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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