-40.4%
ACN vs BOXX
+14.7%
-55.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | +2.1% | +0.3% | +1.8% | +1.0% |
| 3M | +11.1% | +1.0% | +10.1% | +7.5% |
| 6M | -6.8% | +1.9% | -8.8% | -11.4% |
| YTD | -30.0% | +2.7% | -32.7% | -34.0% |
| 1Y | -23.1% | +4.0% | -27.2% | -28.1% |
| 3Y | -40.4% | +14.7% | -55.0% | -48.5% |
| All | -40.4% | +14.7% | -55.1% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling