+2,361.1%
ACN vs EXEL
+280.1%
+2,081.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | -4.0% | -2.8% | -1.2% | -3.7% |
| 30D | +19.0% | +18.2% | +0.8% | +16.5% |
| 3M | +42.2% | +37.7% | +4.5% | +36.5% |
| 6M | +50.1% | +42.2% | +7.9% | +43.3% |
| YTD | -2.7% | +61.3% | -64.0% | -8.9% |
| 1Y | +7.6% | +64.5% | -56.9% | +0.4% |
| 3Y | -15.9% | +236.7% | -252.5% | -29.5% |
| 5Y | -24.4% | +296.3% | -320.7% | -38.5% |
| 10Y | +151.4% | +331.1% | -179.7% | +90.8% |
| All | +2,361.1% | +280.1% | +2,081.0% | +1,043.9% |
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