+2,427.5%
ACN vs ECL
+1,962.4%
+465.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.8% |
| 7D | +0.9% | -0.8% | +1.6% | +1.3% |
| 30D | +33.5% | +8.1% | +25.4% | +28.0% |
| 3M | +53.5% | +6.4% | +47.1% | +48.0% |
| 6M | +52.2% | +14.8% | +37.5% | +40.5% |
| YTD | -0.1% | +15.5% | -15.6% | -8.8% |
| 1Y | +11.0% | +20.1% | -9.1% | -1.0% |
| 3Y | -11.8% | +77.8% | -89.5% | -38.2% |
| 5Y | -22.8% | +37.9% | -60.7% | -38.5% |
| 10Y | +162.4% | +202.7% | -40.2% | +31.8% |
| All | +2,427.5% | +1,962.4% | +465.2% | +297.6% |
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