-40.6%
ACN vs ES
-5.6%
-35.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +9.4% | -2.0% | +11.3% | +9.8% |
| 3M | +5.6% | +1.7% | +4.0% | +5.2% |
| 6M | -9.3% | -3.5% | -5.7% | -8.6% |
| YTD | -29.0% | +7.9% | -36.9% | -30.8% |
| 1Y | -24.7% | +17.2% | -41.8% | -29.0% |
| 3Y | -39.8% | +29.3% | -69.1% | -46.1% |
| All | -40.6% | -5.6% | -35.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling