+151.4%
ACN vs B
+203.3%
-52.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -4.0% | -2.7% | -1.3% | -3.9% |
| 30D | +19.0% | -4.3% | +23.3% | +19.2% |
| 3M | +42.2% | -2.3% | +44.5% | +42.2% |
| 6M | +50.1% | -16.2% | +66.4% | +51.6% |
| YTD | -2.7% | -8.8% | +6.1% | -2.9% |
| 1Y | +7.6% | +11.4% | -3.8% | +5.2% |
| 3Y | -15.9% | +174.3% | -190.2% | -26.3% |
| 5Y | -24.4% | +116.2% | -140.5% | -33.1% |
| 10Y | +151.4% | +222.7% | -71.4% | +124.8% |
| All | +151.4% | +203.3% | -52.0% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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