+151.8%
ACN vs ALL
+376.2%
-224.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.2% |
| 7D | -5.7% | 0.0% | -5.7% | -5.8% |
| 30D | +17.0% | +12.8% | +4.2% | +11.2% |
| 3M | +39.9% | +4.7% | +35.2% | +37.1% |
| 6M | +50.2% | +24.9% | +25.3% | +36.4% |
| YTD | -4.2% | +30.0% | -34.1% | -14.8% |
| 1Y | +4.3% | +29.9% | -25.6% | -7.4% |
| 3Y | -17.1% | +117.5% | -134.6% | -43.7% |
| 5Y | -26.5% | +161.7% | -188.2% | -56.4% |
| All | +151.8% | +376.2% | -224.5% | +15.5% |
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