-25.3%
ACN vs BOXX
+18.5%
-43.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +2.1% | +0.3% | +1.8% | +1.5% |
| 3M | +11.1% | +1.0% | +10.1% | +9.2% |
| 6M | -6.8% | +1.9% | -8.8% | -8.9% |
| YTD | -30.0% | +2.7% | -32.7% | -31.5% |
| 1Y | -23.1% | +4.0% | -27.2% | -24.0% |
| 3Y | -40.4% | +14.7% | -55.0% | -32.1% |
| All | -25.3% | +18.5% | -43.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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