+10.1%
ACN vs FPS
-14.8%
+24.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.8% | +8.4% | -3.1% |
| 7D | -5.7% | +21.6% | -27.4% | -1.9% |
| 30D | +17.0% | -38.8% | +55.8% | +10.1% |
| 3M | +39.9% | -42.1% | +82.0% | +31.5% |
| 6M | +50.2% | -48.5% | +98.7% | +40.2% |
| All | +10.1% | -14.8% | +24.9% | +4.1% |
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