+151.8%
ACN vs ALM
+1,942.8%
-1,791.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.4% |
| 7D | -5.7% | -4.0% | -1.7% | -5.7% |
| 30D | +17.0% | -30.5% | +47.5% | +17.4% |
| 3M | +39.9% | -46.9% | +86.8% | +40.6% |
| 6M | +50.2% | -65.5% | +115.7% | +51.9% |
| YTD | -4.2% | -13.4% | +9.2% | -5.5% |
| 1Y | +4.3% | +9.8% | -5.5% | +2.0% |
| 3Y | -17.1% | +783.1% | -800.2% | -24.7% |
| 5Y | -26.5% | +378.3% | -404.8% | -32.9% |
| All | +151.8% | +1,942.8% | -1,791.1% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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