+153.7%
ACN vs ALL
+372.0%
-218.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.4% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | +24.6% | +13.8% | +10.8% | +18.0% |
| 3M | +46.2% | -2.8% | +49.0% | +47.9% |
| 6M | +46.2% | +23.7% | +22.5% | +33.4% |
| YTD | -0.9% | +27.3% | -28.1% | -11.1% |
| 1Y | +8.8% | +30.5% | -21.8% | -3.6% |
| 3Y | -14.3% | +113.0% | -127.3% | -41.2% |
| 5Y | -22.6% | +157.6% | -180.2% | -53.8% |
| 10Y | +153.7% | +368.4% | -214.6% | +20.1% |
| All | +153.7% | +372.0% | -218.2% | +20.1% |
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