+71.6%
ACN vs IR
+282.2%
-210.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.6% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | +1.9% | -13.6% | +15.5% | +7.0% |
| 3M | +3.9% | +3.7% | +0.2% | +1.8% |
| 6M | -15.0% | -13.1% | -2.0% | -12.0% |
| YTD | -31.9% | -5.1% | -26.8% | -32.1% |
| 1Y | -28.5% | -6.5% | -22.0% | -28.5% |
| 3Y | -41.9% | +8.5% | -50.4% | -46.5% |
| 5Y | -42.9% | +43.3% | -86.2% | -53.1% |
| All | +71.6% | +282.2% | -210.5% | +9.1% |
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