+3,042.8%
ACN vs FLUT
+1,658.1%
+1,384.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.7% |
| 7D | +0.9% | -1.1% | +2.0% | +0.9% |
| 30D | +33.5% | +7.7% | +25.8% | +32.9% |
| 3M | +53.5% | -12.2% | +65.6% | +54.7% |
| 6M | +52.2% | -17.6% | +69.8% | +54.0% |
| YTD | -0.1% | -62.0% | +61.9% | +5.2% |
| 1Y | +11.0% | -62.3% | +73.3% | +16.9% |
| 3Y | -11.8% | -52.0% | +40.2% | -8.4% |
| 5Y | -22.8% | -51.8% | +29.0% | -20.8% |
| 10Y | +162.4% | -26.3% | +188.8% | +166.7% |
| All | +3,042.8% | +1,658.1% | +1,384.7% | +3,103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling