-42.3%
ACN vs ITOT
+74.3%
-116.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.6% |
| 7D | -7.9% | -2.0% | -5.8% | -6.6% |
| 30D | -1.1% | -2.0% | +0.9% | +0.3% |
| 3M | +5.6% | +4.5% | +1.1% | +2.0% |
| 6M | -9.9% | +12.6% | -22.6% | -18.0% |
| YTD | -32.3% | +12.0% | -44.3% | -38.0% |
| 1Y | -25.3% | +17.3% | -42.6% | -34.0% |
| All | -42.3% | +74.3% | -116.6% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling