+156.3%
ACN vs ALM
+2,221.4%
-2,065.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.1% | -10.4% | -2.4% |
| 7D | -2.5% | +0.7% | -3.3% | -2.5% |
| 30D | +22.6% | -26.1% | +48.7% | +23.0% |
| 3M | +45.9% | -38.1% | +84.0% | +46.5% |
| 6M | +43.8% | -55.4% | +99.2% | +44.9% |
| YTD | -2.5% | -0.4% | -2.1% | -4.0% |
| 1Y | +6.5% | +25.4% | -18.9% | +4.1% |
| 3Y | -14.2% | +907.8% | -921.9% | -22.0% |
| 5Y | -24.4% | +440.2% | -464.6% | -30.9% |
| 10Y | +156.3% | +2,031.1% | -1,874.8% | +135.0% |
| All | +156.3% | +2,221.4% | -2,065.1% | +135.0% |
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