-43.0%
ACN vs DE
+75.0%
-118.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -6.3% | -3.0% | -3.3% | -6.0% |
| 30D | -1.4% | +11.1% | -12.5% | -2.7% |
| 3M | +2.6% | +17.6% | -15.0% | -0.1% |
| 6M | -14.3% | +13.6% | -27.9% | -16.1% |
| YTD | -33.1% | +46.3% | -79.4% | -39.3% |
| 1Y | -28.8% | +44.2% | -73.0% | -35.2% |
| All | -43.0% | +75.0% | -118.0% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling