+11.9%
ACN vs FTI
+57.1%
-45.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.4% | +7.2% | +3.5% |
| 7D | +8.6% | -9.7% | +18.2% | +7.6% |
| 30D | +36.6% | -8.2% | +44.8% | +35.7% |
| 3M | +56.3% | -7.8% | +64.1% | +54.7% |
| 6M | +49.7% | -13.4% | +63.1% | +47.9% |
| YTD | +1.3% | +45.1% | -43.7% | -8.6% |
| 1Y | +11.9% | +54.6% | -42.7% | -2.7% |
| All | +11.9% | +57.1% | -45.2% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling