+8.8%
ACN vs ALL
+32.6%
-23.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.2% |
| 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% | +46.6% |
| 6M | +46.2% | +23.7% | +22.5% | +37.1% |
| YTD | -0.9% | +27.3% | -28.1% | -7.2% |
| 1Y | +8.8% | +30.5% | -21.8% | +1.5% |
| All | +8.8% | +32.6% | -23.9% | +1.5% |
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 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