-25.8%
ACN vs IT
-42.2%
+16.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.8% | +1.1% | -4.9% | -4.4% |
| 30D | +16.5% | -1.8% | +18.4% | +16.8% |
| 3M | +41.5% | +4.8% | +36.6% | +36.9% |
| 6M | +60.1% | +33.0% | +27.1% | +35.0% |
| YTD | -3.9% | -23.8% | +19.9% | +5.2% |
| 1Y | +4.1% | -16.5% | +20.6% | +9.0% |
| 3Y | -15.9% | -53.6% | +37.8% | +14.4% |
| All | -25.8% | -42.2% | +16.5% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling