-42.9%
ACN vs BEN
+42.4%
-85.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -4.8% | +4.7% | -9.5% | -6.5% |
| 30D | +1.9% | +2.6% | -0.7% | +0.8% |
| 3M | +3.9% | +11.5% | -7.6% | -0.9% |
| 6M | -15.0% | +35.3% | -50.3% | -25.4% |
| YTD | -31.9% | +48.6% | -80.5% | -42.4% |
| 1Y | -28.5% | +46.7% | -75.2% | -39.4% |
| 3Y | -41.9% | +57.0% | -98.9% | -53.7% |
| 5Y | -42.9% | +41.8% | -84.7% | -54.5% |
| All | -42.9% | +42.4% | -85.2% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling