+156.3%
ACN vs COP
+319.0%
-162.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -2.1% |
| 7D | -2.5% | -8.4% | +5.9% | -0.6% |
| 30D | +22.6% | +0.3% | +22.4% | +22.4% |
| 3M | +45.9% | +15.1% | +30.8% | +40.9% |
| 6M | +43.8% | +19.8% | +24.1% | +37.4% |
| YTD | -2.5% | +46.8% | -49.3% | -11.6% |
| 1Y | +6.5% | +59.7% | -53.3% | -5.5% |
| 3Y | -14.2% | +28.7% | -42.9% | -21.2% |
| 5Y | -24.4% | +110.7% | -135.1% | -40.9% |
| 10Y | +156.3% | +298.3% | -142.0% | +65.2% |
| All | +156.3% | +319.0% | -162.7% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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