+152.3%
ACN vs COO
+41.1%
+111.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.8% | +0.5% | -4.3% | -4.1% |
| 30D | +16.5% | +14.2% | +2.4% | +10.0% |
| 3M | +41.5% | -18.2% | +59.7% | +53.3% |
| 6M | +60.1% | +5.3% | +54.7% | +54.5% |
| YTD | -3.9% | -23.6% | +19.6% | +7.0% |
| 1Y | +4.1% | -12.7% | +16.8% | +8.9% |
| 3Y | -15.9% | -24.2% | +8.3% | -10.8% |
| 5Y | -26.3% | -40.0% | +13.7% | -13.7% |
| All | +152.3% | +41.1% | +111.2% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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