+152.3%
ACN vs ES
+98.2%
+54.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.8% | +2.7% | -6.5% | -4.7% |
| 30D | +16.5% | +7.6% | +8.9% | +13.6% |
| 3M | +41.5% | +0.5% | +41.0% | +41.1% |
| 6M | +60.1% | +7.6% | +52.5% | +55.6% |
| YTD | -3.9% | +10.2% | -14.2% | -8.1% |
| 1Y | +4.1% | +1.8% | +2.3% | +2.0% |
| 3Y | -15.9% | +55.4% | -71.2% | -32.1% |
| 5Y | -26.3% | +7.3% | -33.6% | -30.8% |
| All | +152.3% | +98.2% | +54.1% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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