+88.5%
ACN vs BAX
-37.8%
+126.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.2% |
| 7D | -6.3% | -5.1% | -1.2% | -4.8% |
| 30D | -1.4% | -12.2% | +10.8% | +2.8% |
| 3M | +2.6% | +21.8% | -19.3% | -4.1% |
| 6M | -14.3% | +36.3% | -50.6% | -23.2% |
| YTD | -33.1% | +27.8% | -60.9% | -39.5% |
| 1Y | -28.8% | -0.1% | -28.7% | -30.5% |
| 3Y | -43.0% | -33.3% | -9.6% | -38.2% |
| 5Y | -44.0% | -67.1% | +23.1% | -17.1% |
| 10Y | +88.5% | -36.9% | +125.4% | +125.2% |
| All | +88.5% | -37.8% | +126.3% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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