-42.9%
ACN vs FLUT
-50.1%
+7.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -4.8% | +3.8% | -8.6% | -5.6% |
| 30D | +1.9% | +6.3% | -4.4% | +0.4% |
| 3M | +3.9% | -4.0% | +7.9% | +4.4% |
| 6M | -15.0% | -10.3% | -4.7% | -13.6% |
| YTD | -31.9% | -53.2% | +21.3% | -21.9% |
| 1Y | -28.5% | -65.0% | +36.5% | -13.8% |
| 3Y | -41.9% | -43.9% | +2.0% | -37.4% |
| 5Y | -42.9% | -49.2% | +6.4% | -42.3% |
| All | -42.9% | -50.1% | +7.3% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling