+1,431.2%
ACN vs EXPE
+710.1%
+721.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.1% |
| 7D | +1.6% | -11.2% | +12.7% | +3.9% |
| 30D | +24.6% | -7.5% | +32.1% | +26.4% |
| 3M | +46.2% | -19.1% | +65.3% | +52.5% |
| 6M | +46.2% | +10.7% | +35.4% | +42.0% |
| YTD | -0.9% | -9.9% | +9.0% | +0.3% |
| 1Y | +8.8% | -4.6% | +13.4% | +8.5% |
| 3Y | -14.3% | +116.8% | -131.1% | -30.8% |
| 5Y | -22.6% | +38.6% | -61.2% | -33.7% |
| 10Y | +153.7% | +115.9% | +37.9% | +81.3% |
| All | +1,431.2% | +710.1% | +721.0% | +560.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling