-14.2%
ACN vs EXEL
+244.2%
-258.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.5% |
| 7D | -2.5% | +2.3% | -4.8% | -2.7% |
| 30D | +22.6% | +19.8% | +2.8% | +21.4% |
| 3M | +45.9% | +32.7% | +13.2% | +43.6% |
| 6M | +43.8% | +49.0% | -5.1% | +40.6% |
| YTD | -2.5% | +63.7% | -66.1% | -5.4% |
| 1Y | +6.5% | +75.8% | -69.3% | +2.7% |
| 3Y | -14.2% | +241.3% | -255.5% | -18.1% |
| All | -14.2% | +244.2% | -258.4% | -18.1% |
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