-44.0%
ACN vs DOW
-35.8%
-8.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -6.3% | -6.0% | -0.3% | -4.8% |
| 30D | -1.4% | -2.7% | +1.4% | -0.8% |
| 3M | +2.6% | -10.5% | +13.0% | +5.3% |
| 6M | -14.3% | -12.4% | -1.9% | -12.8% |
| YTD | -33.1% | +30.0% | -63.1% | -40.4% |
| 1Y | -28.8% | +27.8% | -56.6% | -36.7% |
| 3Y | -43.0% | -34.9% | -8.0% | -37.2% |
| 5Y | -44.0% | -35.9% | -8.1% | -38.8% |
| All | -44.0% | -35.8% | -8.2% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 5y: compounded portfolio wealth divided by compounded DOW 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…
5y analysis · Full analysis span regression · 6 months rolling