+3,018.8%
ACN vs FLUT
+1,675.5%
+1,343.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +1.6% | -1.5% | +3.0% | +1.6% |
| 30D | +24.6% | +3.4% | +21.2% | +24.4% |
| 3M | +46.2% | -12.5% | +58.7% | +47.4% |
| 6M | +46.2% | -18.5% | +64.6% | +48.0% |
| YTD | -0.9% | -61.6% | +60.8% | +4.3% |
| 1Y | +8.8% | -64.1% | +72.9% | +14.7% |
| 3Y | -14.3% | -44.5% | +30.2% | -11.6% |
| 5Y | -22.6% | -51.3% | +28.7% | -20.7% |
| 10Y | +153.7% | -25.6% | +179.3% | +157.7% |
| All | +3,018.8% | +1,675.5% | +1,343.3% | +3,077.0% |
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