-28.7%
ACN vs AS
+123.4%
-152.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -3.8% | -4.9% | +1.0% | -3.3% |
| 30D | +16.5% | +3.9% | +12.6% | +16.0% |
| 3M | +41.5% | -9.6% | +51.1% | +43.0% |
| 6M | +60.1% | -8.7% | +68.7% | +61.2% |
| YTD | -3.9% | -19.8% | +15.9% | -1.8% |
| 1Y | +4.1% | -1.5% | +5.6% | +3.7% |
| All | -28.7% | +123.4% | -152.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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