+88.7%
ACN vs B
+186.6%
-97.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.7% | -4.0% |
| 7D | -4.8% | +2.3% | -7.1% | -5.0% |
| 30D | +1.9% | +1.4% | +0.5% | +1.8% |
| 3M | +3.9% | +12.2% | -8.3% | +2.9% |
| 6M | -15.0% | -2.1% | -12.9% | -15.1% |
| YTD | -31.9% | +2.9% | -34.8% | -32.5% |
| 1Y | -28.5% | +55.3% | -83.8% | -32.1% |
| 3Y | -41.9% | +198.7% | -240.6% | -49.0% |
| 5Y | -42.9% | +153.8% | -196.6% | -49.8% |
| 10Y | +88.7% | +193.4% | -104.7% | +69.5% |
| All | +88.7% | +186.6% | -97.8% | +69.5% |
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