-22.6%
ACN vs FTV
+16.7%
-39.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | +1.6% | +1.4% | +0.2% | +0.7% |
| 30D | +24.6% | +18.3% | +6.4% | +13.6% |
| 3M | +46.2% | +9.8% | +36.4% | +38.3% |
| 6M | +46.2% | +12.3% | +33.8% | +35.7% |
| YTD | -0.9% | +23.1% | -24.0% | -13.2% |
| 1Y | +8.8% | +32.5% | -23.8% | -8.9% |
| 3Y | -14.3% | +38.3% | -52.6% | -32.8% |
| 5Y | -22.6% | +16.8% | -39.5% | -33.2% |
| All | -22.6% | +16.7% | -39.3% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling