-22.5%
ACN vs ALC
-11.2%
-11.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | +0.9% | +4.9% | -4.0% | -1.3% |
| 30D | +33.5% | +19.0% | +14.6% | +23.6% |
| 3M | +53.5% | +7.8% | +45.7% | +48.3% |
| 6M | +52.2% | +14.6% | +37.7% | +43.2% |
| YTD | -0.1% | -4.4% | +4.3% | +1.0% |
| 1Y | +11.0% | +1.4% | +9.7% | +9.3% |
| 3Y | -11.8% | +2.5% | -14.3% | -17.6% |
| All | -22.5% | -11.2% | -11.3% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling