+88.5%
ACN vs AA
+121.9%
-33.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.5% |
| 7D | -6.3% | -0.6% | -5.7% | -6.3% |
| 30D | -1.4% | -1.6% | +0.2% | -1.3% |
| 3M | +2.6% | -29.8% | +32.4% | +7.8% |
| 6M | -14.3% | -16.6% | +2.3% | -13.2% |
| YTD | -33.1% | -4.0% | -29.1% | -34.3% |
| 1Y | -28.8% | +63.5% | -92.3% | -36.7% |
| 3Y | -43.0% | +86.8% | -129.7% | -52.5% |
| 5Y | -44.0% | +12.4% | -56.4% | -51.6% |
| 10Y | +88.5% | +132.3% | -43.8% | +20.7% |
| All | +88.5% | +121.9% | -33.4% | +20.7% |
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