-40.6%
ACN vs EXPE
+111.8%
-152.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.2% |
| 3M | +5.6% | +31.4% | -25.7% | -1.6% |
| 6M | -9.3% | +35.2% | -44.4% | -16.4% |
| YTD | -29.0% | +5.8% | -34.8% | -30.8% |
| 1Y | -24.7% | +38.7% | -63.3% | -31.4% |
| 3Y | -39.8% | +175.8% | -215.6% | -55.1% |
| All | -40.6% | +111.8% | -152.4% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling