-14.8%
ACN vs EFX
+5.0%
-19.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -4.0% | -2.0% | -2.0% | -3.1% |
| 30D | +19.0% | +27.9% | -8.9% | +6.3% |
| 3M | +42.2% | +3.8% | +38.4% | +39.4% |
| 6M | +50.1% | +13.0% | +37.2% | +42.5% |
| YTD | -2.7% | -12.4% | +9.6% | +0.2% |
| 1Y | +7.6% | -10.4% | +18.0% | +10.0% |
| All | -14.8% | +5.0% | -19.8% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling