-22.6%
ACN vs EXE
+66.0%
-88.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.3% |
| 7D | +1.6% | -2.2% | +3.8% | +1.9% |
| 30D | +24.6% | -0.3% | +25.0% | +24.5% |
| 3M | +46.2% | -9.3% | +55.5% | +48.2% |
| 6M | +46.2% | -7.2% | +53.4% | +47.5% |
| YTD | -0.9% | -18.9% | +18.0% | +1.8% |
| 1Y | +8.8% | -21.7% | +30.4% | +12.3% |
| 3Y | -14.3% | +21.0% | -35.3% | -19.1% |
| 5Y | -22.6% | +76.0% | -98.6% | -29.5% |
| All | -22.6% | +66.0% | -88.6% | -29.5% |
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