+88.5%
ACN vs EIX
+19.9%
+68.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.1% |
| 7D | -6.3% | +4.1% | -10.4% | -7.3% |
| 30D | -1.4% | -15.3% | +13.9% | +1.2% |
| 3M | +2.6% | -18.4% | +21.0% | +6.0% |
| 6M | -14.3% | -16.8% | +2.5% | -12.3% |
| YTD | -33.1% | -0.6% | -32.6% | -35.3% |
| 1Y | -28.8% | +10.7% | -39.5% | -33.4% |
| 3Y | -43.0% | -4.5% | -38.5% | -45.7% |
| 5Y | -44.0% | +24.0% | -68.1% | -51.3% |
| 10Y | +88.5% | +22.9% | +65.6% | +55.3% |
| All | +88.5% | +19.9% | +68.6% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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