-40.6%
ACN vs ALL
+118.4%
-159.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | +9.4% | -1.5% | +10.9% | +9.7% |
| 3M | +5.6% | +23.6% | -18.0% | -0.1% |
| 6M | -9.3% | +22.3% | -31.6% | -14.0% |
| YTD | -29.0% | +26.5% | -55.5% | -33.4% |
| 1Y | -24.7% | +27.0% | -51.7% | -29.5% |
| 3Y | -39.8% | +149.6% | -189.4% | -53.9% |
| All | -40.6% | +118.4% | -159.0% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling