-23.1%
ACN vs EXEL
+48.5%
-71.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.3% | +5.6% | +3.5% |
| 7D | -1.5% | -4.9% | +3.4% | -1.3% |
| 30D | +2.1% | +11.4% | -9.3% | +1.6% |
| 3M | +11.1% | +4.9% | +6.2% | +10.7% |
| 6M | -6.8% | +34.4% | -41.3% | -8.9% |
| YTD | -30.0% | +28.0% | -58.1% | -31.5% |
| 1Y | -23.1% | +43.6% | -66.8% | -26.6% |
| All | -23.1% | +48.5% | -71.7% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling