+2,472.7%
ACN vs EXPD
+1,536.7%
+936.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +2.0% |
| 7D | +7.3% | -4.8% | +12.1% | +9.1% |
| 30D | +38.2% | -1.5% | +39.7% | +38.7% |
| 3M | +56.6% | +4.1% | +52.4% | +53.7% |
| 6M | +51.1% | +24.0% | +27.1% | +38.7% |
| YTD | +1.7% | +27.4% | -25.7% | -8.3% |
| 1Y | +10.1% | +38.4% | -28.3% | -3.8% |
| 3Y | -10.3% | +73.2% | -83.5% | -29.4% |
| 5Y | -21.4% | +59.9% | -81.3% | -36.9% |
| 10Y | +167.1% | +319.9% | -152.8% | +49.8% |
| All | +2,472.7% | +1,536.7% | +936.0% | +597.5% |
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