+93.1%
ACN vs FTI
+305.3%
-212.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.2% |
| 7D | -1.5% | -4.4% | +2.9% | -0.8% |
| 30D | +2.1% | +1.5% | +0.6% | +1.8% |
| 3M | +11.1% | +8.2% | +2.9% | +9.4% |
| 6M | -6.8% | +18.8% | -25.7% | -9.9% |
| YTD | -30.0% | +71.7% | -101.7% | -36.4% |
| 1Y | -23.1% | +90.0% | -113.2% | -31.4% |
| 3Y | -40.4% | +270.5% | -310.9% | -53.4% |
| 5Y | -41.6% | +1,084.5% | -1,126.1% | -64.2% |
| All | +93.1% | +305.3% | -212.2% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling