+151.4%
ACN vs AA
+48.4%
+103.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.5% | -2.3% |
| 7D | -4.0% | +1.1% | -5.1% | -4.3% |
| 30D | +19.0% | -1.3% | +20.3% | +18.9% |
| 3M | +42.2% | -23.9% | +66.1% | +47.7% |
| 6M | +50.1% | -36.8% | +86.9% | +59.3% |
| YTD | -2.7% | -22.2% | +19.4% | -1.7% |
| 1Y | +7.6% | +10.4% | -2.8% | +2.1% |
| 3Y | -15.9% | +72.0% | -87.9% | -29.4% |
| 5Y | -24.4% | -15.6% | -8.7% | -31.4% |
| 10Y | +151.4% | +47.8% | +103.6% | +70.0% |
| All | +151.4% | +48.4% | +103.0% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling