+1,697.2%
ACN vs DTE
+911.0%
+786.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +9.4% | -2.6% | +11.9% | +10.5% |
| 3M | +5.6% | -3.9% | +9.6% | +7.3% |
| 6M | -9.3% | -7.9% | -1.3% | -6.4% |
| YTD | -29.0% | +7.2% | -36.2% | -32.1% |
| 1Y | -24.7% | +3.1% | -27.7% | -26.7% |
| 3Y | -39.8% | +47.6% | -87.4% | -51.8% |
| 5Y | -40.9% | +32.7% | -73.6% | -50.5% |
| 10Y | +91.1% | +138.8% | -47.6% | +14.8% |
| All | +1,697.2% | +911.0% | +786.3% | +370.2% |
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