+88.5%
ACN vs EL
+28.8%
+59.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.9% |
| 7D | -6.3% | -2.4% | -4.0% | -5.7% |
| 30D | -1.4% | +13.7% | -15.0% | -5.4% |
| 3M | +2.6% | +14.5% | -11.9% | -2.0% |
| 6M | -14.3% | +7.4% | -21.7% | -17.5% |
| YTD | -33.1% | -4.7% | -28.4% | -33.8% |
| 1Y | -28.8% | +12.9% | -41.7% | -33.8% |
| 3Y | -43.0% | -32.2% | -10.7% | -40.6% |
| 5Y | -44.0% | -68.4% | +24.4% | -20.2% |
| 10Y | +88.5% | +28.3% | +60.3% | +63.2% |
| All | +88.5% | +28.8% | +59.7% | +63.2% |
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