+361.5%
ACN vs BURL
+987.9%
-626.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.9% |
| 7D | +7.3% | +3.5% | +3.8% | +6.5% |
| 30D | +38.2% | -9.3% | +47.5% | +40.8% |
| 3M | +56.6% | -32.1% | +88.7% | +68.5% |
| 6M | +51.1% | -19.8% | +70.9% | +56.6% |
| YTD | +1.7% | -13.2% | +14.9% | +3.3% |
| 1Y | +10.1% | -7.8% | +17.9% | +10.0% |
| 3Y | -10.3% | +89.3% | -99.6% | -25.3% |
| 5Y | -21.4% | -15.8% | -5.6% | -25.2% |
| 10Y | +167.1% | +262.2% | -95.0% | +90.4% |
| All | +361.5% | +987.9% | -626.5% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling