-15.9%
ACN vs ALL
+117.7%
-133.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -3.8% | +5.0% | -8.9% | -5.3% |
| 30D | +16.5% | +13.3% | +3.2% | +12.4% |
| 3M | +41.5% | +3.2% | +38.3% | +39.8% |
| 6M | +60.1% | +25.3% | +34.7% | +51.5% |
| YTD | -3.9% | +30.5% | -34.4% | -10.0% |
| 1Y | +4.1% | +29.2% | -25.1% | -2.3% |
| 3Y | -15.9% | +119.1% | -135.0% | -25.4% |
| All | -15.9% | +117.7% | -133.6% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling