+156.5%
ACN vs B
+183.2%
-26.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | +0.9% | +9.6% | -8.7% | +0.2% |
| 30D | +33.5% | +3.5% | +30.0% | +33.1% |
| 3M | +53.5% | -1.6% | +55.0% | +53.4% |
| 6M | +52.2% | -1.7% | +53.9% | +51.9% |
| YTD | -0.1% | -5.3% | +5.2% | -0.5% |
| 1Y | +11.0% | +27.2% | -16.2% | +7.5% |
| 3Y | -11.8% | +166.1% | -177.9% | -22.0% |
| 5Y | -22.8% | +136.5% | -159.3% | -32.0% |
| All | +156.5% | +183.2% | -26.8% | +128.4% |
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