-15.9%
ACN vs ALM
+909.2%
-925.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | +0.4% |
| 7D | -3.8% | +1.2% | -5.1% | -3.8% |
| 30D | +16.5% | -19.3% | +35.9% | +16.1% |
| 3M | +41.5% | -40.6% | +82.1% | +40.4% |
| 6M | +60.1% | -57.9% | +118.0% | +59.3% |
| YTD | -3.9% | -6.7% | +2.7% | -6.2% |
| 1Y | +4.1% | +20.2% | -16.1% | +0.9% |
| 3Y | -15.9% | +879.4% | -895.3% | -24.6% |
| All | -15.9% | +909.2% | -925.1% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling