+1,697.2%
ACN vs BBWI
+341.9%
+1,355.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.2% | -3.9% |
| 7D | -1.5% | +1.5% | -3.0% | -1.9% |
| 30D | +9.4% | -5.2% | +14.6% | +10.1% |
| 3M | +5.6% | +11.1% | -5.5% | +2.5% |
| 6M | -9.3% | -13.4% | +4.1% | -8.4% |
| YTD | -29.0% | +0.1% | -29.1% | -30.5% |
| 1Y | -24.7% | -36.1% | +11.5% | -20.2% |
| 3Y | -39.8% | -44.1% | +4.3% | -37.2% |
| 5Y | -40.9% | -66.2% | +25.3% | -34.0% |
| 10Y | +91.1% | -54.8% | +145.9% | +74.1% |
| All | +1,697.2% | +341.9% | +1,355.3% | +583.4% |
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