+2,134.8%
ACN vs FLUT
+2,054.3%
+80.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -3.2% |
| 7D | -1.5% | -1.6% | +0.1% | -1.4% |
| 30D | +9.4% | +7.7% | +1.6% | +8.8% |
| 3M | +5.6% | -0.7% | +6.4% | +5.6% |
| 6M | -9.3% | -11.2% | +1.9% | -8.7% |
| YTD | -29.0% | -53.4% | +24.5% | -26.2% |
| 1Y | -24.7% | -65.8% | +41.1% | -20.5% |
| 3Y | -39.8% | -44.9% | +5.1% | -38.2% |
| 5Y | -40.9% | -49.7% | +8.8% | -40.0% |
| 10Y | +91.1% | -9.7% | +100.8% | +91.7% |
| All | +2,134.8% | +2,054.3% | +80.5% | +2,148.8% |
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 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