+2,368.0%
ACN vs AA
-41.0%
+2,409.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.8% | -8.1% | -3.6% |
| 7D | -2.5% | +4.8% | -7.3% | -3.6% |
| 30D | +22.6% | -0.6% | +23.3% | +22.4% |
| 3M | +45.9% | -16.3% | +62.2% | +50.6% |
| 6M | +43.8% | -33.4% | +77.2% | +54.0% |
| YTD | -2.5% | -20.7% | +18.2% | -1.3% |
| 1Y | +6.5% | +12.9% | -6.4% | -0.9% |
| 3Y | -14.2% | +75.7% | -89.9% | -31.9% |
| 5Y | -24.4% | -6.8% | -17.6% | -35.3% |
| 10Y | +156.3% | +53.6% | +102.7% | +60.6% |
| All | +2,368.0% | -41.0% | +2,409.0% | +1,239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling