+88.5%
ACN vs A
+236.6%
-148.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | -6.3% | -4.4% | -1.9% | -4.3% |
| 30D | -1.4% | -2.7% | +1.3% | -0.1% |
| 3M | +2.6% | +7.0% | -4.5% | -1.2% |
| 6M | -14.3% | +24.6% | -38.9% | -24.2% |
| YTD | -33.1% | +7.0% | -40.1% | -36.2% |
| 1Y | -28.8% | +15.6% | -44.4% | -35.2% |
| 3Y | -43.0% | +29.9% | -72.9% | -53.3% |
| 5Y | -44.0% | -15.4% | -28.6% | -42.9% |
| 10Y | +88.5% | +248.9% | -160.3% | -4.0% |
| All | +88.5% | +236.6% | -148.1% | -4.0% |
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