+152.3%
ACN vs A
+302.9%
-150.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -3.8% | -0.5% | -3.4% | -3.7% |
| 30D | +16.5% | 0.0% | +16.6% | +16.0% |
| 3M | +41.5% | +16.7% | +24.8% | +29.9% |
| 6M | +60.1% | +54.8% | +5.2% | +26.3% |
| YTD | -3.9% | +28.8% | -32.8% | -17.2% |
| 1Y | +4.1% | +19.3% | -15.2% | -6.8% |
| 3Y | -15.9% | +65.5% | -81.4% | -39.6% |
| 5Y | -26.3% | +12.1% | -38.4% | -35.5% |
| All | +152.3% | +302.9% | -150.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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