+93.1%
ACN vs BG
+166.7%
-73.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.7% |
| 7D | -1.5% | +3.1% | -4.6% | -2.2% |
| 30D | +2.1% | +10.2% | -8.1% | -0.2% |
| 3M | +11.1% | -1.7% | +12.8% | +11.1% |
| 6M | -6.8% | +1.0% | -7.8% | -7.7% |
| YTD | -30.0% | +39.9% | -70.0% | -35.9% |
| 1Y | -23.1% | +53.2% | -76.3% | -31.4% |
| 3Y | -40.4% | +16.3% | -56.7% | -43.9% |
| 5Y | -41.6% | +83.9% | -125.4% | -53.0% |
| All | +93.1% | +166.7% | -73.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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