+156.3%
ACN vs CAPR
-64.9%
+221.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.4% | -11.8% | -2.5% |
| 7D | -2.5% | +36.0% | -38.6% | -3.0% |
| 30D | +22.6% | +25.8% | -3.1% | +22.1% |
| 3M | +45.9% | +140.8% | -94.9% | +43.2% |
| 6M | +43.8% | -67.6% | +111.4% | +44.6% |
| YTD | -2.5% | -65.9% | +63.4% | -2.2% |
| 1Y | +6.5% | +66.1% | -59.6% | -0.2% |
| 3Y | -14.2% | +256.9% | -271.1% | -22.8% |
| 5Y | -24.4% | +172.1% | -196.5% | -32.5% |
| 10Y | +156.3% | -64.7% | +221.0% | +114.6% |
| All | +156.3% | -64.9% | +221.3% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling