+1,697.2%
ACN vs EFX
+900.6%
+796.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -0.3% |
| 7D | -1.5% | -8.6% | +7.1% | +2.8% |
| 30D | +9.4% | +0.1% | +9.3% | +9.2% |
| 3M | +5.6% | +3.8% | +1.8% | +4.0% |
| 6M | -9.3% | -13.5% | +4.3% | -2.7% |
| YTD | -29.0% | -17.7% | -11.3% | -22.3% |
| 1Y | -24.7% | -25.6% | +0.9% | -14.2% |
| 3Y | -39.8% | -12.1% | -27.7% | -39.6% |
| 5Y | -40.9% | -33.8% | -7.1% | -33.5% |
| 10Y | +91.1% | +45.1% | +46.0% | +36.7% |
| All | +1,697.2% | +900.6% | +796.7% | +320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling