+152.3%
ACN vs EFX
+80.5%
+71.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.8% | -0.8% | -3.1% | -3.5% |
| 30D | +16.5% | +25.1% | -8.6% | +5.0% |
| 3M | +41.5% | +1.7% | +39.8% | +40.1% |
| 6M | +60.1% | +18.4% | +41.7% | +48.6% |
| YTD | -3.9% | -12.5% | +8.6% | +1.1% |
| 1Y | +4.1% | -8.1% | +12.2% | +7.3% |
| 3Y | -15.9% | +4.8% | -20.6% | -22.1% |
| 5Y | -26.3% | -30.1% | +3.8% | -20.6% |
| All | +152.3% | +80.5% | +71.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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