-42.9%
ACN vs ECL
+29.5%
-72.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -4.8% | -0.8% | -4.1% | -4.4% |
| 30D | +1.9% | -2.5% | +4.4% | +3.2% |
| 3M | +3.9% | +8.3% | -4.5% | -0.2% |
| 6M | -15.0% | -1.1% | -13.9% | -14.9% |
| YTD | -31.9% | +6.5% | -38.4% | -34.7% |
| 1Y | -28.5% | +2.1% | -30.6% | -30.0% |
| 3Y | -41.9% | +57.6% | -99.5% | -57.0% |
| 5Y | -42.9% | +28.1% | -70.9% | -53.0% |
| All | -42.9% | +29.5% | -72.4% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling