+1,697.2%
ACN vs EXPD
+1,536.1%
+161.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.6% |
| 7D | -1.5% | -1.1% | -0.4% | -1.1% |
| 30D | +9.4% | +4.1% | +5.3% | +7.6% |
| 3M | +5.6% | +17.9% | -12.3% | -0.9% |
| 6M | -9.3% | +29.2% | -38.5% | -18.1% |
| YTD | -29.0% | +27.4% | -56.3% | -35.7% |
| 1Y | -24.7% | +56.8% | -81.5% | -37.3% |
| 3Y | -39.8% | +68.0% | -107.9% | -52.0% |
| 5Y | -40.9% | +61.9% | -102.8% | -52.7% |
| 10Y | +91.1% | +316.0% | -224.9% | +7.7% |
| All | +1,697.2% | +1,536.1% | +161.1% | +388.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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