+152.3%
ACN vs CHD
+196.1%
-43.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -3.8% | +3.6% | -7.5% | -5.1% |
| 30D | +16.5% | +10.4% | +6.1% | +12.5% |
| 3M | +41.5% | +12.2% | +29.3% | +35.8% |
| 6M | +60.1% | +19.9% | +40.2% | +50.6% |
| YTD | -3.9% | +36.4% | -40.4% | -14.1% |
| 1Y | +4.1% | +35.1% | -31.0% | -6.6% |
| 3Y | -15.9% | +29.2% | -45.0% | -24.8% |
| 5Y | -26.3% | +33.4% | -59.7% | -36.3% |
| All | +152.3% | +196.1% | -43.8% | +68.4% |
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