-44.0%
ACN vs BTI
+113.9%
-158.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -6.3% | -2.4% | -3.9% | -5.9% |
| 30D | -1.4% | -4.8% | +3.4% | -0.5% |
| 3M | +2.6% | -8.1% | +10.7% | +4.4% |
| 6M | -14.3% | -4.2% | -10.1% | -13.7% |
| YTD | -33.1% | -1.3% | -31.8% | -33.3% |
| 1Y | -28.8% | +2.1% | -30.9% | -29.6% |
| 3Y | -43.0% | +108.9% | -151.9% | -54.2% |
| 5Y | -44.0% | +114.5% | -158.5% | -57.0% |
| All | -44.0% | +113.9% | -158.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 5y: compounded portfolio wealth divided by compounded BTI 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…
5y analysis · Full analysis span regression · 6 months rolling