-23.2%
ACN vs FPS
+19.2%
-42.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -2.4% |
| 7D | -6.3% | +5.3% | -11.7% | -5.6% |
| 30D | -1.4% | -17.6% | +16.2% | -4.0% |
| 3M | +2.6% | -45.8% | +48.3% | -2.2% |
| 6M | -14.3% | -10.1% | -4.2% | -17.1% |
| All | -23.2% | +19.2% | -42.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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