+152.3%
ACN vs DE
+762.0%
-609.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -3.8% | +0.3% | -4.1% | -4.0% |
| 30D | +16.5% | +3.6% | +13.0% | +15.2% |
| 3M | +41.5% | +10.2% | +31.2% | +36.2% |
| 6M | +60.1% | +16.6% | +43.5% | +50.0% |
| YTD | -3.9% | +45.8% | -49.8% | -18.4% |
| 1Y | +4.1% | +43.9% | -39.8% | -11.2% |
| 3Y | -15.9% | +89.6% | -105.5% | -36.7% |
| 5Y | -26.3% | +100.3% | -126.7% | -47.7% |
| All | +152.3% | +762.0% | -609.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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