+88.5%
ACN vs APD
+162.9%
-74.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -6.3% | -4.6% | -1.7% | -4.3% |
| 30D | -1.4% | -4.2% | +2.8% | +0.5% |
| 3M | +2.6% | +5.0% | -2.4% | +0.1% |
| 6M | -14.3% | +8.9% | -23.2% | -18.5% |
| YTD | -33.1% | +21.9% | -55.0% | -40.0% |
| 1Y | -28.8% | +5.6% | -34.4% | -32.0% |
| 3Y | -43.0% | +6.9% | -49.8% | -47.7% |
| 5Y | -44.0% | +25.3% | -69.4% | -54.4% |
| 10Y | +88.5% | +169.1% | -80.5% | -6.6% |
| All | +88.5% | +162.9% | -74.4% | -6.6% |
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