-42.9%
ACN vs EXE
+106.6%
-149.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -4.8% | -1.8% | -3.0% | -4.6% |
| 30D | +1.9% | +6.4% | -4.5% | +0.9% |
| 3M | +3.9% | +9.2% | -5.4% | +2.4% |
| 6M | -15.0% | -7.0% | -8.0% | -14.3% |
| YTD | -31.9% | -9.5% | -22.4% | -31.2% |
| 1Y | -28.5% | +6.2% | -34.7% | -29.8% |
| 3Y | -41.9% | +20.7% | -62.6% | -44.7% |
| 5Y | -42.9% | +103.6% | -146.5% | -48.1% |
| All | -42.9% | +106.6% | -149.5% | -48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling