+156.3%
ACN vs FN
+837.6%
-681.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.9% | -14.2% | -3.5% |
| 7D | -2.5% | +16.3% | -18.8% | -4.5% |
| 30D | +22.6% | -24.7% | +47.4% | +25.6% |
| 3M | +45.9% | -34.9% | +80.9% | +50.9% |
| 6M | +43.8% | -41.1% | +84.9% | +48.1% |
| YTD | -2.5% | -19.6% | +17.2% | -7.1% |
| 1Y | +6.5% | -18.5% | +25.0% | +0.4% |
| 3Y | -14.2% | +119.1% | -133.3% | -39.2% |
| 5Y | -24.4% | +206.9% | -231.4% | -52.9% |
| 10Y | +156.3% | +826.4% | -670.1% | +24.6% |
| All | +156.3% | +837.6% | -681.3% | +24.6% |
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