+153.7%
ACN vs APD
+187.0%
-33.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +24.6% | +11.0% | +13.6% | +19.1% |
| 3M | +46.2% | +1.3% | +44.9% | +45.1% |
| 6M | +46.2% | +6.4% | +39.8% | +41.2% |
| YTD | -0.9% | +28.9% | -29.8% | -13.4% |
| 1Y | +8.8% | +23.2% | -14.5% | -3.3% |
| 3Y | -14.3% | +26.3% | -40.6% | -27.4% |
| 5Y | -22.6% | +12.0% | -34.7% | -32.0% |
| 10Y | +153.7% | +183.2% | -29.4% | +24.4% |
| All | +153.7% | +187.0% | -33.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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