-22.5%
ACN vs ALM
+396.4%
-418.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.7% |
| 7D | +0.9% | -6.7% | +7.5% | +0.8% |
| 30D | +33.5% | -32.9% | +66.4% | +33.4% |
| 3M | +53.5% | -39.5% | +93.0% | +53.3% |
| 6M | +52.2% | -62.0% | +114.2% | +52.9% |
| YTD | -0.1% | -7.8% | +7.7% | -2.3% |
| 1Y | +11.0% | +26.7% | -15.6% | +7.4% |
| 3Y | -11.8% | +825.4% | -837.1% | -22.3% |
| All | -22.5% | +396.4% | -418.9% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling