-15.9%
ACN vs AU
+507.6%
-523.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -3.8% | -7.2% | +3.4% | -4.0% |
| 30D | +16.5% | -2.9% | +19.4% | +16.4% |
| 3M | +41.5% | -8.7% | +50.1% | +41.4% |
| 6M | +60.1% | -14.1% | +74.2% | +60.1% |
| YTD | -3.9% | +4.8% | -8.7% | -3.7% |
| 1Y | +4.1% | +11.9% | -7.8% | +4.4% |
| 3Y | -15.9% | +513.8% | -529.7% | -21.4% |
| All | -15.9% | +507.6% | -523.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 3y: compounded portfolio wealth divided by compounded AU 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…
3y analysis · Full analysis span regression · 6 months rolling