+2,368.0%
ACN vs EXEL
+285.7%
+2,082.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -2.7% |
| 7D | -2.5% | +2.3% | -4.8% | -2.8% |
| 30D | +22.6% | +19.8% | +2.8% | +19.9% |
| 3M | +45.9% | +32.7% | +13.2% | +40.7% |
| 6M | +43.8% | +49.0% | -5.1% | +36.4% |
| YTD | -2.5% | +63.7% | -66.1% | -8.8% |
| 1Y | +6.5% | +75.8% | -69.3% | -1.4% |
| 3Y | -14.2% | +241.3% | -255.5% | -28.2% |
| 5Y | -24.4% | +289.0% | -313.5% | -38.4% |
| 10Y | +156.3% | +377.6% | -221.3% | +92.1% |
| All | +2,368.0% | +285.7% | +2,082.3% | +1,045.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling