-23.1%
ACN vs DE
+45.1%
-68.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.3% |
| 7D | -1.5% | -2.6% | +1.1% | -1.7% |
| 30D | +2.1% | +9.0% | -6.9% | +2.9% |
| 3M | +11.1% | +19.1% | -8.0% | +12.4% |
| 6M | -6.8% | +14.4% | -21.2% | -5.3% |
| YTD | -30.0% | +45.9% | -76.0% | -34.3% |
| 1Y | -23.1% | +43.6% | -66.7% | -26.7% |
| All | -23.1% | +45.1% | -68.2% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling