-39.9%
ACN vs EXPE
+182.4%
-222.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | -1.5% | -9.5% | +8.0% | +1.0% |
| 30D | +9.4% | -6.6% | +16.0% | +11.1% |
| 3M | +5.6% | +31.4% | -25.7% | -1.2% |
| 6M | -9.3% | +35.2% | -44.4% | -15.9% |
| YTD | -29.0% | +5.8% | -34.8% | -31.0% |
| 1Y | -24.7% | +38.7% | -63.3% | -30.5% |
| All | -39.9% | +182.4% | -222.3% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling