+2,325.1%
ACN vs FTI
+2,138.1%
+187.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | -5.7% | +5.4% | -11.1% | -6.8% |
| 30D | +17.0% | -8.2% | +25.2% | +18.7% |
| 3M | +39.9% | -13.7% | +53.6% | +43.4% |
| 6M | +50.2% | -11.2% | +61.4% | +52.5% |
| YTD | -4.2% | +46.0% | -50.2% | -13.0% |
| 1Y | +4.3% | +51.8% | -47.5% | -6.1% |
| 3Y | -17.1% | +206.7% | -223.8% | -37.6% |
| 5Y | -26.5% | +862.0% | -888.5% | -59.3% |
| 10Y | +147.7% | +182.3% | -34.6% | +58.2% |
| All | +2,325.1% | +2,138.1% | +187.0% | +551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling