-25.8%
ACN vs IR
+46.0%
-71.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.8% | +2.5% | -6.4% | -4.8% |
| 30D | +16.5% | +9.2% | +7.4% | +12.4% |
| 3M | +41.5% | +0.9% | +40.5% | +40.2% |
| 6M | +60.1% | +19.2% | +40.8% | +47.4% |
| YTD | -3.9% | +7.5% | -11.4% | -9.4% |
| 1Y | +4.1% | +11.7% | -7.6% | -3.7% |
| 3Y | -15.9% | +23.9% | -39.8% | -31.2% |
| All | -25.8% | +46.0% | -71.8% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling