+92.0%
ACN vs ALL
+358.9%
-266.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.8% | -3.1% |
| 7D | -4.8% | -1.7% | -3.1% | -4.1% |
| 30D | +1.9% | -4.7% | +6.6% | +3.9% |
| 3M | +3.9% | +18.4% | -14.5% | -3.4% |
| 6M | -15.0% | +20.5% | -35.5% | -21.7% |
| YTD | -31.9% | +23.5% | -55.4% | -38.2% |
| 1Y | -28.5% | +29.0% | -57.5% | -36.4% |
| 3Y | -41.9% | +153.7% | -195.6% | -63.5% |
| 5Y | -42.9% | +114.8% | -157.6% | -62.3% |
| All | +92.0% | +358.9% | -266.9% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling