-44.0%
ACN vs FND
-61.3%
+17.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -6.3% | -0.8% | -5.6% | -6.2% |
| 30D | -1.4% | -19.6% | +18.2% | +3.5% |
| 3M | +2.6% | -4.3% | +6.9% | +2.7% |
| 6M | -14.3% | -20.4% | +6.1% | -10.9% |
| YTD | -33.1% | -21.9% | -11.3% | -30.4% |
| 1Y | -28.8% | -45.2% | +16.4% | -19.6% |
| 3Y | -43.0% | -49.2% | +6.3% | -38.3% |
| 5Y | -44.0% | -61.8% | +17.8% | -39.4% |
| All | -44.0% | -61.3% | +17.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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