-25.8%
ACN vs FN
+169.4%
-195.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.4% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +16.5% | -16.5% | +33.1% | +17.1% |
| 3M | +41.5% | -42.1% | +83.6% | +44.4% |
| 6M | +60.1% | -52.9% | +113.0% | +65.3% |
| YTD | -3.9% | -28.0% | +24.0% | -7.5% |
| 1Y | +4.1% | -18.5% | +22.6% | -2.0% |
| 3Y | -15.9% | +93.9% | -109.7% | -38.0% |
| All | -25.8% | +169.4% | -195.2% | -56.2% |
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