+145.8%
ACN vs IR
+342.0%
-196.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.0% | -3.9% |
| 7D | -2.5% | +5.0% | -7.5% | -4.2% |
| 30D | +22.6% | +10.3% | +12.3% | +18.2% |
| 3M | +45.9% | -0.1% | +46.0% | +45.1% |
| 6M | +43.8% | +14.8% | +29.1% | +35.5% |
| YTD | -2.5% | +9.7% | -12.2% | -7.9% |
| 1Y | +6.5% | +12.2% | -5.7% | -0.4% |
| 3Y | -14.2% | +30.0% | -44.2% | -26.1% |
| 5Y | -24.4% | +46.8% | -71.2% | -38.9% |
| All | +145.8% | +342.0% | -196.2% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling