-24.7%
ACN vs AA
+63.2%
-87.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.3% |
| 7D | -1.5% | -0.7% | -0.8% | -1.5% |
| 30D | +9.4% | +5.0% | +4.4% | +9.5% |
| 3M | +5.6% | -35.8% | +41.5% | +5.6% |
| 6M | -9.3% | -18.4% | +9.1% | -8.9% |
| YTD | -29.0% | -5.5% | -23.5% | -29.5% |
| 1Y | -24.7% | +61.0% | -85.6% | -31.0% |
| All | -24.7% | +63.2% | -87.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling