-11.8%
ACN vs EXPE
+131.0%
-142.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.4% |
| 7D | +0.9% | -9.3% | +10.2% | +3.0% |
| 30D | +33.5% | +0.1% | +33.4% | +32.8% |
| 3M | +53.5% | -15.3% | +68.8% | +59.2% |
| 6M | +52.2% | +5.5% | +46.8% | +49.0% |
| YTD | -0.1% | -8.0% | +7.9% | 0.0% |
| 1Y | +11.0% | +18.9% | -7.8% | +5.6% |
| 3Y | -11.8% | +135.5% | -147.3% | -27.9% |
| All | -11.8% | +131.0% | -142.7% | -27.9% |
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