-41.9%
ACN vs AA
+89.1%
-131.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.7% | -4.4% |
| 7D | -4.8% | +1.7% | -6.5% | -4.9% |
| 30D | +1.9% | +3.3% | -1.4% | +1.6% |
| 3M | +3.9% | -29.4% | +33.3% | +7.0% |
| 6M | -15.0% | -12.8% | -2.2% | -14.7% |
| YTD | -31.9% | -2.1% | -29.8% | -33.0% |
| 1Y | -28.5% | +62.8% | -91.3% | -34.7% |
| 3Y | -41.9% | +90.5% | -132.4% | -49.4% |
| All | -41.9% | +89.1% | -131.0% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling