+152.3%
ACN vs EL
+62.2%
+90.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -3.8% | +1.5% | -5.4% | -4.3% |
| 30D | +16.5% | +10.0% | +6.5% | +13.1% |
| 3M | +41.5% | +28.4% | +13.1% | +30.2% |
| 6M | +60.1% | +37.1% | +23.0% | +43.5% |
| YTD | -3.9% | +7.8% | -11.8% | -8.8% |
| 1Y | +4.1% | +26.0% | -22.0% | -6.3% |
| 3Y | -15.9% | +3.8% | -19.7% | -25.1% |
| 5Y | -26.3% | -65.2% | +38.9% | +2.7% |
| All | +152.3% | +62.2% | +90.1% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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