+153.7%
ACN vs BURL
+247.8%
-94.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +1.6% | +5.9% | -4.3% | +0.2% |
| 30D | +24.6% | -8.3% | +33.0% | +26.8% |
| 3M | +46.2% | -31.6% | +77.8% | +57.8% |
| 6M | +46.2% | -16.6% | +62.8% | +50.5% |
| YTD | -0.9% | -12.1% | +11.2% | +0.5% |
| 1Y | +8.8% | -10.0% | +18.7% | +9.2% |
| 3Y | -14.3% | +94.3% | -108.5% | -30.4% |
| 5Y | -22.6% | -13.2% | -9.4% | -26.8% |
| 10Y | +153.7% | +252.5% | -98.8% | +86.9% |
| All | +153.7% | +247.8% | -94.1% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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