-41.9%
ACN vs EXEL
+160.6%
-202.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -4.0% |
| 7D | -4.8% | +1.4% | -6.2% | -4.9% |
| 30D | +1.9% | +6.7% | -4.8% | +1.5% |
| 3M | +3.9% | +11.5% | -7.6% | +3.2% |
| 6M | -15.0% | +38.8% | -53.8% | -16.8% |
| YTD | -31.9% | +31.6% | -63.5% | -33.1% |
| 1Y | -28.5% | +53.0% | -81.5% | -30.6% |
| 3Y | -41.9% | +160.8% | -202.7% | -44.6% |
| All | -41.9% | +160.6% | -202.5% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling