+11.9%
ACN vs EXE
-18.4%
+30.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.9% | +6.7% | +4.0% |
| 7D | +8.6% | -4.7% | +13.2% | +9.0% |
| 30D | +36.6% | +1.0% | +35.6% | +36.1% |
| 3M | +56.3% | -5.6% | +61.9% | +56.3% |
| 6M | +49.7% | -12.3% | +62.0% | +49.1% |
| YTD | +1.3% | -19.5% | +20.8% | +2.9% |
| 1Y | +11.9% | -18.9% | +30.8% | +13.8% |
| All | +11.9% | -18.4% | +30.4% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling