+88.7%
ACN vs CAPR
-77.1%
+165.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -4.1% |
| 7D | -4.8% | -9.5% | +4.7% | -4.7% |
| 30D | +1.9% | +121.5% | -119.6% | +0.3% |
| 3M | +3.9% | -65.4% | +69.2% | +4.4% |
| 6M | -15.0% | -67.5% | +52.5% | -14.5% |
| YTD | -31.9% | -68.6% | +36.7% | -31.6% |
| 1Y | -28.5% | +42.7% | -71.2% | -32.8% |
| 3Y | -41.9% | +43.4% | -85.3% | -46.8% |
| 5Y | -42.9% | +86.0% | -128.9% | -48.6% |
| 10Y | +88.7% | -77.4% | +166.1% | +62.8% |
| All | +88.7% | -77.1% | +165.9% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling