-42.9%
ACN vs EXEL
+195.7%
-238.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -4.8% | +1.4% | -6.2% | -5.0% |
| 30D | +1.9% | +6.7% | -4.8% | +1.1% |
| 3M | +3.9% | +11.5% | -7.6% | +2.4% |
| 6M | -15.0% | +38.8% | -53.8% | -18.9% |
| YTD | -31.9% | +31.6% | -63.5% | -34.6% |
| 1Y | -28.5% | +53.0% | -81.5% | -33.0% |
| 3Y | -41.9% | +160.8% | -202.7% | -51.6% |
| 5Y | -42.9% | +190.1% | -232.9% | -55.1% |
| All | -42.9% | +195.7% | -238.6% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling