+4.3%
ACN vs EXPE
-1.9%
+6.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.7% |
| 7D | -5.7% | -4.2% | -1.5% | -4.2% |
| 30D | +17.0% | -4.5% | +21.6% | +17.7% |
| 3M | +39.9% | -19.7% | +59.6% | +50.6% |
| 6M | +50.2% | +18.3% | +31.9% | +37.6% |
| YTD | -4.2% | -7.3% | +3.2% | -3.8% |
| 1Y | +4.3% | -3.9% | +8.2% | +3.3% |
| All | +4.3% | -1.9% | +6.2% | +3.3% |
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