+1,697.2%
ACN vs ECL
+1,810.5%
-113.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -1.5% | -2.6% | +1.1% | -0.1% |
| 30D | +9.4% | -2.2% | +11.5% | +10.7% |
| 3M | +5.6% | +10.1% | -4.5% | +0.2% |
| 6M | -9.3% | -5.7% | -3.5% | -7.0% |
| YTD | -29.0% | +7.0% | -35.9% | -32.2% |
| 1Y | -24.7% | +2.7% | -27.3% | -26.7% |
| 3Y | -39.8% | +57.7% | -97.5% | -54.9% |
| 5Y | -40.9% | +31.1% | -72.1% | -51.6% |
| 10Y | +91.1% | +150.9% | -59.8% | +6.5% |
| All | +1,697.2% | +1,810.5% | -113.3% | +195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling