+93.1%
ACN vs DE
+863.9%
-770.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | -1.5% | -2.6% | +1.1% | -0.7% |
| 30D | +2.1% | +9.0% | -6.9% | -1.0% |
| 3M | +11.1% | +19.1% | -8.0% | +4.0% |
| 6M | -6.8% | +14.4% | -21.2% | -12.3% |
| YTD | -30.0% | +45.9% | -76.0% | -40.4% |
| 1Y | -23.1% | +43.6% | -66.7% | -34.2% |
| 3Y | -40.4% | +75.9% | -116.3% | -53.8% |
| 5Y | -41.6% | +98.8% | -140.3% | -58.4% |
| All | +93.1% | +863.9% | -770.8% | -23.6% |
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