+4.1%
ACN vs BURL
-15.0%
+19.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.6% |
| 7D | -3.8% | -1.6% | -2.3% | -3.7% |
| 30D | +16.5% | -7.7% | +24.3% | +17.4% |
| 3M | +41.5% | -31.7% | +73.1% | +46.0% |
| 6M | +60.1% | -15.2% | +75.2% | +61.6% |
| YTD | -3.9% | -15.9% | +12.0% | -2.6% |
| 1Y | +4.1% | -14.2% | +18.3% | +5.5% |
| All | +4.1% | -15.0% | +19.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling