+2,427.5%
ACN vs EXC
+404.6%
+2,022.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.0% |
| 7D | +0.9% | -1.2% | +2.0% | +1.3% |
| 30D | +33.5% | +10.0% | +23.6% | +29.1% |
| 3M | +53.5% | +1.6% | +51.8% | +52.5% |
| 6M | +52.2% | +3.3% | +49.0% | +50.2% |
| YTD | -0.1% | +7.6% | -7.7% | -3.5% |
| 1Y | +11.0% | +3.5% | +7.6% | +8.7% |
| 3Y | -11.8% | +27.7% | -39.4% | -21.6% |
| 5Y | -22.8% | +41.1% | -63.9% | -34.4% |
| 10Y | +162.4% | +178.2% | -15.8% | +69.9% |
| All | +2,427.5% | +404.6% | +2,022.9% | +983.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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