+156.5%
ACN vs LIN
+424.3%
-267.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.1% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +33.5% | +6.5% | +27.1% | +28.7% |
| 3M | +53.5% | +5.5% | +48.0% | +48.3% |
| 6M | +52.2% | +3.3% | +48.9% | +48.3% |
| YTD | -0.1% | +22.0% | -22.1% | -13.5% |
| 1Y | +11.0% | +25.7% | -14.7% | -5.8% |
| 3Y | -11.8% | +36.2% | -48.0% | -29.8% |
| 5Y | -22.8% | +66.1% | -88.9% | -46.9% |
| All | +156.5% | +424.3% | -267.8% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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