-24.4%
ACN vs DAL
+116.7%
-141.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -4.0% | +2.3% | -6.3% | -4.6% |
| 30D | +19.0% | +14.3% | +4.7% | +14.9% |
| 3M | +42.2% | +1.3% | +40.9% | +41.2% |
| 6M | +50.1% | +29.3% | +20.9% | +39.1% |
| YTD | -2.7% | +33.0% | -35.7% | -11.1% |
| 1Y | +7.6% | +59.8% | -52.3% | -6.5% |
| 3Y | -15.9% | +177.2% | -193.1% | -41.0% |
| 5Y | -24.4% | +118.4% | -142.7% | -45.5% |
| All | -24.4% | +116.7% | -141.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 5y: compounded portfolio wealth divided by compounded DAL 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…
5y analysis · Full analysis span regression · 6 months rolling