+151.8%
ACN vs IT
+88.7%
+63.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -0.9% |
| 7D | -5.7% | -3.7% | -2.1% | -4.0% |
| 30D | +17.0% | -3.1% | +20.1% | +18.1% |
| 3M | +39.9% | +6.3% | +33.5% | +34.6% |
| 6M | +50.2% | +24.8% | +25.4% | +31.6% |
| YTD | -4.2% | -24.4% | +20.2% | +5.9% |
| 1Y | +4.3% | -17.1% | +21.4% | +10.2% |
| 3Y | -17.1% | -53.6% | +36.5% | +12.2% |
| 5Y | -26.5% | -42.5% | +16.0% | -12.8% |
| All | +151.8% | +88.7% | +63.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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