+1,697.2%
ACN vs AA
-29.6%
+1,726.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | +9.4% | +5.0% | +4.4% | +8.1% |
| 3M | +5.6% | -35.8% | +41.5% | +15.1% |
| 6M | -9.3% | -18.4% | +9.1% | -7.3% |
| YTD | -29.0% | -5.5% | -23.5% | -30.4% |
| 1Y | -24.7% | +61.0% | -85.6% | -35.2% |
| 3Y | -39.8% | +66.2% | -106.0% | -51.5% |
| 5Y | -40.9% | +11.4% | -52.3% | -51.5% |
| 10Y | +91.1% | +116.9% | -25.8% | +9.9% |
| All | +1,697.2% | -29.6% | +1,726.9% | +844.1% |
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