+86.8%
ACN vs ECL
+155.8%
-69.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -7.9% | -2.6% | -5.2% | -6.4% |
| 30D | -1.1% | -4.6% | +3.5% | +1.6% |
| 3M | +5.6% | +6.0% | -0.4% | +2.3% |
| 6M | -9.9% | -3.0% | -7.0% | -9.0% |
| YTD | -32.3% | +4.0% | -36.3% | -34.5% |
| 1Y | -25.3% | +2.0% | -27.3% | -27.2% |
| 3Y | -42.3% | +53.9% | -96.2% | -57.3% |
| 5Y | -43.5% | +27.1% | -70.6% | -53.7% |
| All | +86.8% | +155.8% | -69.0% | -4.9% |
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