+152.3%
ACN vs ECL
+197.5%
-45.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.7% |
| 7D | -3.8% | +2.9% | -6.7% | -5.5% |
| 30D | +16.5% | +7.5% | +9.0% | +11.7% |
| 3M | +41.5% | +12.2% | +29.2% | +32.0% |
| 6M | +60.1% | +24.6% | +35.5% | +40.4% |
| YTD | -3.9% | +18.8% | -22.7% | -14.1% |
| 1Y | +4.1% | +19.3% | -15.2% | -7.4% |
| 3Y | -15.9% | +78.2% | -94.1% | -42.8% |
| 5Y | -26.3% | +38.8% | -65.1% | -42.6% |
| All | +152.3% | +197.5% | -45.2% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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