+11.9%
ACN vs ALL
+42.7%
-30.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +2.4% |
| 7D | +8.6% | +7.5% | +1.0% | +5.0% |
| 30D | +36.6% | +19.7% | +16.8% | +26.7% |
| 3M | +56.3% | +2.9% | +53.4% | +52.7% |
| 6M | +49.7% | +23.5% | +26.1% | +39.6% |
| YTD | +1.3% | +31.1% | -29.8% | -6.4% |
| 1Y | +11.9% | +40.5% | -28.5% | +3.6% |
| All | +11.9% | +42.7% | -30.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling