-11.8%
ACN vs BURL
+86.7%
-98.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | +0.9% | +4.1% | -3.2% | +0.3% |
| 30D | +33.5% | -9.5% | +43.0% | +35.2% |
| 3M | +53.5% | -33.5% | +87.0% | +61.6% |
| 6M | +52.2% | -22.1% | +74.3% | +56.4% |
| YTD | -0.1% | -14.6% | +14.5% | +1.1% |
| 1Y | +11.0% | -8.4% | +19.4% | +11.1% |
| 3Y | -11.8% | +86.6% | -98.3% | -14.9% |
| All | -11.8% | +86.7% | -98.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling