+2,368.0%
ACN vs BBWI
+392.9%
+1,975.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.2% | -2.7% |
| 7D | -2.5% | -6.2% | +3.6% | -1.3% |
| 30D | +22.6% | +25.5% | -2.8% | +17.0% |
| 3M | +45.9% | +8.0% | +37.9% | +42.5% |
| 6M | +43.8% | +12.7% | +31.1% | +38.0% |
| YTD | -2.5% | +11.6% | -14.1% | -7.0% |
| 1Y | +6.5% | -0.9% | +7.4% | +2.8% |
| 3Y | -14.2% | -22.7% | +8.5% | -16.5% |
| 5Y | -24.4% | -67.2% | +42.8% | -15.1% |
| 10Y | +156.3% | -43.7% | +200.0% | +121.1% |
| All | +2,368.0% | +392.9% | +1,975.2% | +814.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 all: compounded portfolio wealth divided by compounded BBWI 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…
all analysis · Full analysis span regression · 6 months rolling