+1,697.2%
ACN vs DE
+5,316.3%
-3,619.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -1.5% | +10.0% | -11.6% | -4.9% |
| 30D | +9.4% | +13.3% | -4.0% | +4.2% |
| 3M | +5.6% | +17.5% | -11.9% | -1.1% |
| 6M | -9.3% | +13.6% | -22.8% | -14.9% |
| YTD | -29.0% | +49.8% | -78.8% | -40.3% |
| 1Y | -24.7% | +47.9% | -72.5% | -36.6% |
| 3Y | -39.8% | +72.5% | -112.4% | -53.2% |
| 5Y | -40.9% | +90.2% | -131.2% | -57.0% |
| 10Y | +91.1% | +865.4% | -774.3% | -28.9% |
| All | +1,697.2% | +5,316.3% | -3,619.1% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling