-24.3%
ACN vs EXE
+188.3%
-212.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -7.9% | -2.2% | -5.7% | -7.6% |
| 30D | -1.1% | -0.8% | -0.3% | -1.0% |
| 3M | +5.6% | +10.0% | -4.4% | +4.1% |
| 6M | -9.9% | -6.3% | -3.6% | -9.3% |
| YTD | -32.3% | -10.7% | -21.6% | -31.5% |
| 1Y | -25.3% | +2.7% | -28.0% | -26.2% |
| 3Y | -42.3% | +19.1% | -61.4% | -44.8% |
| 5Y | -43.5% | +105.4% | -148.9% | -48.4% |
| All | -24.3% | +188.3% | -212.6% | -33.0% |
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