+93.1%
ACN vs DTE
+137.8%
-44.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.9% |
| 7D | -1.5% | -2.6% | +1.1% | -0.5% |
| 30D | +2.1% | -4.4% | +6.5% | +3.9% |
| 3M | +11.1% | -8.3% | +19.4% | +15.0% |
| 6M | -6.8% | -8.1% | +1.2% | -4.2% |
| YTD | -30.0% | +4.4% | -34.5% | -32.3% |
| 1Y | -23.1% | +0.2% | -23.3% | -24.3% |
| 3Y | -40.4% | +42.6% | -83.0% | -51.3% |
| 5Y | -41.6% | +31.5% | -73.0% | -50.6% |
| All | +93.1% | +137.8% | -44.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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