+86.8%
ACN vs CHD
+125.6%
-38.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.7% |
| 7D | -7.9% | -4.7% | -3.2% | -6.3% |
| 30D | -1.1% | -8.3% | +7.3% | +1.9% |
| 3M | +5.6% | -4.0% | +9.6% | +7.5% |
| 6M | -9.9% | -6.5% | -3.4% | -7.8% |
| YTD | -32.3% | +13.1% | -45.4% | -35.2% |
| 1Y | -25.3% | +2.3% | -27.6% | -26.2% |
| 3Y | -42.3% | +1.8% | -44.1% | -43.8% |
| 5Y | -43.5% | +20.6% | -64.0% | -49.3% |
| All | +86.8% | +125.6% | -38.8% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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