+151.8%
ACN vs FN
+763.2%
-611.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -1.1% |
| 7D | -5.7% | +20.8% | -26.5% | -7.8% |
| 30D | +17.0% | -17.3% | +34.3% | +18.5% |
| 3M | +39.9% | -38.1% | +78.0% | +45.5% |
| 6M | +50.2% | -44.2% | +94.4% | +55.7% |
| YTD | -4.2% | -22.3% | +18.1% | -8.5% |
| 1Y | +4.3% | -20.9% | +25.2% | -1.4% |
| 3Y | -17.1% | +111.1% | -128.2% | -41.2% |
| 5Y | -26.5% | +191.8% | -218.3% | -53.9% |
| All | +151.8% | +763.2% | -611.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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