-19.4%
ACN vs BROS
+7.7%
-27.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -4.0% | -20.4% | +16.4% | -1.8% |
| 30D | +19.0% | -6.1% | +25.1% | +19.3% |
| 3M | +42.2% | -29.4% | +71.6% | +47.3% |
| 6M | +50.1% | -31.5% | +81.7% | +54.7% |
| YTD | -2.7% | -42.8% | +40.1% | +1.9% |
| 1Y | +7.6% | -37.5% | +45.1% | +11.4% |
| 3Y | -15.9% | +27.2% | -43.0% | -23.0% |
| 5Y | -24.4% | -47.0% | +22.6% | -28.2% |
| All | -19.4% | +7.7% | -27.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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