+11.9%
ACN vs EXPE
+48.9%
-37.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.5% | -6.7% | -0.3% |
| 7D | +8.6% | +14.6% | -6.1% | +2.7% |
| 30D | +36.6% | +21.4% | +15.2% | +26.5% |
| 3M | +56.3% | +1.4% | +54.9% | +54.1% |
| 6M | +49.7% | +28.6% | +21.1% | +35.1% |
| YTD | +1.3% | +12.1% | -10.8% | -6.0% |
| 1Y | +11.9% | +50.0% | -38.1% | -0.8% |
| All | +11.9% | +48.9% | -37.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling