+153.7%
ACN vs EXEL
+363.4%
-209.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +1.6% | -2.4% | +3.9% | +1.8% |
| 30D | +24.6% | +17.9% | +6.7% | +21.8% |
| 3M | +46.2% | +33.3% | +12.9% | +40.2% |
| 6M | +46.2% | +46.6% | -0.4% | +38.0% |
| YTD | -0.9% | +61.0% | -61.9% | -8.0% |
| 1Y | +8.8% | +70.4% | -61.7% | 0.0% |
| 3Y | -14.3% | +236.1% | -250.4% | -30.6% |
| 5Y | -22.6% | +284.8% | -307.5% | -39.5% |
| 10Y | +153.7% | +348.4% | -194.7% | +95.0% |
| All | +153.7% | +363.4% | -209.7% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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