+1,442.9%
ACN vs EXPE
+727.6%
+715.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -0.6% |
| 7D | +0.9% | -9.3% | +10.2% | +2.7% |
| 30D | +33.5% | +0.1% | +33.4% | +33.0% |
| 3M | +53.5% | -15.3% | +68.8% | +58.5% |
| 6M | +52.2% | +5.5% | +46.8% | +49.4% |
| YTD | -0.1% | -8.0% | +7.9% | +0.6% |
| 1Y | +11.0% | +18.9% | -7.8% | +5.3% |
| 3Y | -11.8% | +135.5% | -147.3% | -30.1% |
| 5Y | -22.8% | +44.3% | -67.1% | -34.5% |
| 10Y | +162.4% | +117.7% | +44.7% | +87.1% |
| All | +1,442.9% | +727.6% | +715.4% | +562.4% |
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