-40.6%
ACN vs FN
+289.0%
-329.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.5% | -3.5% |
| 7D | -1.5% | -1.7% | +0.2% | -1.4% |
| 30D | +9.4% | -22.0% | +31.4% | +10.5% |
| 3M | +5.6% | -43.0% | +48.7% | +9.1% |
| 6M | -9.3% | -27.7% | +18.5% | -9.7% |
| YTD | -29.0% | -10.5% | -18.5% | -32.0% |
| 1Y | -24.7% | +12.5% | -37.2% | -30.8% |
| 3Y | -39.8% | +153.8% | -193.6% | -56.5% |
| All | -40.6% | +289.0% | -329.6% | -64.6% |
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 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