+151.4%
ACN vs AR
+58.9%
+92.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -4.0% | +2.1% | -6.1% | -4.2% |
| 30D | +19.0% | +4.5% | +14.5% | +18.4% |
| 3M | +42.2% | +1.0% | +41.2% | +41.9% |
| 6M | +50.1% | +4.4% | +45.7% | +49.3% |
| YTD | -2.7% | +10.9% | -13.6% | -4.0% |
| 1Y | +7.6% | +8.6% | -1.0% | +6.3% |
| 3Y | -15.9% | +48.5% | -64.4% | -20.0% |
| 5Y | -24.4% | +95.7% | -120.1% | -30.5% |
| 10Y | +151.4% | +55.5% | +95.9% | +119.3% |
| All | +151.4% | +58.9% | +92.4% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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