-22.5%
ACN vs FN
+170.4%
-192.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.4% | -2.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.7% |
| 30D | +33.5% | -34.3% | +67.8% | +35.8% |
| 3M | +53.5% | -39.9% | +93.3% | +56.3% |
| 6M | +52.2% | -51.8% | +104.1% | +56.7% |
| YTD | -0.1% | -28.1% | +28.0% | -3.8% |
| 1Y | +11.0% | -29.1% | +40.1% | +6.6% |
| 3Y | -11.8% | +102.4% | -114.2% | -35.8% |
| All | -22.5% | +170.4% | -192.8% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling