+7.4%
ACN vs EXE
+165.2%
-157.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -3.8% | +5.3% | -9.2% | -4.6% |
| 30D | +16.5% | -2.2% | +18.7% | +16.8% |
| 3M | +41.5% | -5.9% | +47.3% | +42.5% |
| 6M | +60.1% | -5.7% | +65.8% | +61.0% |
| YTD | -3.9% | -17.8% | +13.9% | -1.8% |
| 1Y | +4.1% | -23.1% | +27.2% | +7.5% |
| 3Y | -15.9% | +21.2% | -37.0% | -19.9% |
| 5Y | -26.3% | +78.8% | -105.1% | -31.7% |
| All | +7.4% | +165.2% | -157.8% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling