+222.4%
ACN vs BURL
+1,051.1%
-828.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.8% |
| 7D | -1.5% | -2.8% | +1.3% | -1.0% |
| 30D | +9.4% | -28.2% | +37.5% | +16.5% |
| 3M | +5.6% | -17.6% | +23.2% | +9.4% |
| 6M | -9.3% | -11.8% | +2.5% | -7.8% |
| YTD | -29.0% | -8.1% | -20.8% | -28.6% |
| 1Y | -24.7% | -12.0% | -12.7% | -24.0% |
| 3Y | -39.8% | +63.3% | -103.1% | -48.3% |
| 5Y | -40.9% | -10.8% | -30.1% | -44.4% |
| 10Y | +91.1% | +215.9% | -124.8% | +38.3% |
| All | +222.4% | +1,051.1% | -828.7% | +106.7% |
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