-14.2%
ACN vs AA
+67.3%
-81.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.8% | -8.1% | -2.7% |
| 7D | -2.5% | +4.8% | -7.3% | -2.9% |
| 30D | +22.6% | -0.6% | +23.3% | +22.6% |
| 3M | +45.9% | -16.3% | +62.2% | +47.7% |
| 6M | +43.8% | -33.4% | +77.2% | +48.0% |
| YTD | -2.5% | -20.7% | +18.2% | -2.6% |
| 1Y | +6.5% | +12.9% | -6.4% | +1.2% |
| 3Y | -14.2% | +75.7% | -89.9% | -23.7% |
| All | -14.2% | +67.3% | -81.5% | -23.7% |
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 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