-39.5%
ACN vs BURL
+63.9%
-103.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.6% |
| 7D | -1.5% | -2.8% | +1.3% | -1.2% |
| 30D | +9.4% | -28.2% | +37.5% | +14.1% |
| 3M | +5.6% | -17.6% | +23.2% | +8.2% |
| 6M | -9.3% | -11.8% | +2.5% | -8.3% |
| YTD | -29.0% | -8.1% | -20.8% | -28.7% |
| 1Y | -24.7% | -12.0% | -12.7% | -24.2% |
| All | -39.5% | +63.9% | -103.5% | -47.1% |
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