+2,330.4%
ACN vs DTE
+947.5%
+1,382.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -3.8% | +3.4% | -7.3% | -5.4% |
| 30D | +16.5% | +8.9% | +7.6% | +12.0% |
| 3M | +41.5% | +1.1% | +40.4% | +40.5% |
| 6M | +60.1% | +0.1% | +60.0% | +59.1% |
| YTD | -3.9% | +11.1% | -15.0% | -9.7% |
| 1Y | +4.1% | +4.9% | -0.9% | +0.4% |
| 3Y | -15.9% | +58.6% | -74.4% | -34.8% |
| 5Y | -26.3% | +47.3% | -73.6% | -41.4% |
| 10Y | +148.2% | +151.3% | -3.1% | +45.6% |
| All | +2,330.4% | +947.5% | +1,382.9% | +524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling