+1,697.2%
ACN vs EXC
+382.7%
+1,314.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | +9.4% | -3.7% | +13.1% | +10.8% |
| 3M | +5.6% | -1.3% | +6.9% | +6.1% |
| 6M | -9.3% | -9.7% | +0.5% | -6.1% |
| YTD | -29.0% | +2.9% | -31.9% | -30.2% |
| 1Y | -24.7% | +4.4% | -29.0% | -26.6% |
| 3Y | -39.8% | +22.2% | -62.0% | -45.7% |
| 5Y | -40.9% | +46.7% | -87.6% | -50.6% |
| 10Y | +91.1% | +155.3% | -64.2% | +27.3% |
| All | +1,697.2% | +382.7% | +1,314.6% | +683.2% |
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