+1,697.2%
ACN vs EXEL
+217.3%
+1,480.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -1.5% | +8.4% | -9.9% | -2.5% |
| 30D | +9.4% | +4.1% | +5.3% | +8.7% |
| 3M | +5.6% | +12.4% | -6.8% | +4.0% |
| 6M | -9.3% | +41.5% | -50.8% | -13.5% |
| YTD | -29.0% | +34.6% | -63.6% | -31.9% |
| 1Y | -24.7% | +57.9% | -82.5% | -29.4% |
| 3Y | -39.8% | +159.5% | -199.3% | -48.0% |
| 5Y | -40.9% | +198.5% | -239.4% | -50.3% |
| 10Y | +91.1% | +411.4% | -320.2% | +41.0% |
| All | +1,697.2% | +217.3% | +1,480.0% | +754.9% |
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