+86.8%
ACN vs BP
+137.6%
-50.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -7.9% | +5.7% | -13.6% | -9.2% |
| 30D | -1.1% | +8.1% | -9.1% | -3.1% |
| 3M | +5.6% | +8.6% | -3.0% | +3.0% |
| 6M | -9.9% | +18.1% | -28.1% | -14.3% |
| YTD | -32.3% | +37.6% | -69.9% | -38.5% |
| 1Y | -25.3% | +39.4% | -64.7% | -32.4% |
| 3Y | -42.3% | +40.1% | -82.3% | -48.7% |
| 5Y | -43.5% | +141.3% | -184.8% | -58.6% |
| All | +86.8% | +137.6% | -50.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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