+2,368.0%
ACN vs EL
+619.8%
+1,748.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -3.2% |
| 7D | -2.5% | +8.0% | -10.5% | -4.9% |
| 30D | +22.6% | +15.4% | +7.2% | +17.2% |
| 3M | +45.9% | +28.5% | +17.4% | +34.1% |
| 6M | +43.8% | +32.2% | +11.6% | +30.3% |
| YTD | -2.5% | +9.2% | -11.6% | -7.9% |
| 1Y | +6.5% | +30.8% | -24.3% | -5.4% |
| 3Y | -14.2% | +3.7% | -17.9% | -23.4% |
| 5Y | -24.4% | -64.8% | +40.4% | -4.4% |
| 10Y | +156.3% | +60.0% | +96.3% | +92.1% |
| All | +2,368.0% | +619.8% | +1,748.3% | +837.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling