+1,697.2%
ACN vs ES
+739.5%
+957.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +9.4% | -2.0% | +11.3% | +10.2% |
| 3M | +5.6% | +1.7% | +4.0% | +4.8% |
| 6M | -9.3% | -3.5% | -5.7% | -8.6% |
| YTD | -29.0% | +7.9% | -36.9% | -31.9% |
| 1Y | -24.7% | +17.2% | -41.8% | -30.9% |
| 3Y | -39.8% | +29.3% | -69.1% | -48.5% |
| 5Y | -40.9% | -5.7% | -35.2% | -42.3% |
| 10Y | +91.1% | +85.2% | +5.9% | +32.6% |
| All | +1,697.2% | +739.5% | +957.7% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling