-28.8%
ACN vs EXPE
+26.5%
-55.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -6.3% | -11.5% | +5.2% | -2.0% |
| 30D | -1.4% | -13.1% | +11.7% | +3.6% |
| 3M | +2.6% | +18.1% | -15.6% | -3.5% |
| 6M | -14.3% | +13.3% | -27.6% | -18.5% |
| YTD | -33.1% | -3.2% | -29.9% | -33.9% |
| 1Y | -28.8% | +26.1% | -54.9% | -33.9% |
| All | -28.8% | +26.5% | -55.3% | -33.9% |
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