+984.7%
ACN vs ITOT
+891.2%
+93.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.6% |
| 7D | -4.8% | +0.7% | -5.5% | -5.3% |
| 30D | +1.9% | -1.1% | +3.0% | +3.0% |
| 3M | +3.9% | +3.9% | 0.0% | -0.3% |
| 6M | -15.0% | +14.7% | -29.8% | -25.8% |
| YTD | -31.9% | +13.3% | -45.2% | -39.8% |
| 1Y | -28.5% | +19.1% | -47.7% | -39.7% |
| 3Y | -41.9% | +77.3% | -119.2% | -66.4% |
| 5Y | -42.9% | +74.1% | -116.9% | -66.0% |
| 10Y | +88.7% | +293.1% | -204.4% | -44.3% |
| All | +984.7% | +891.2% | +93.5% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling