-25.8%
ACN vs AS
+134.9%
-160.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | +0.9% | +6.9% | -6.1% | +0.1% |
| 30D | +33.5% | +16.0% | +17.5% | +31.2% |
| 3M | +53.5% | -12.8% | +66.3% | +55.8% |
| 6M | +52.2% | -15.4% | +67.6% | +54.8% |
| YTD | -0.1% | -15.7% | +15.6% | +1.5% |
| 1Y | +11.0% | +6.1% | +5.0% | +9.6% |
| All | -25.8% | +134.9% | -160.7% | -32.3% |
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