+161.0%
ACN vs LIN
+430.4%
-269.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +7.3% | +3.6% | +3.7% | +5.0% |
| 30D | +38.2% | +6.4% | +31.8% | +33.2% |
| 3M | +56.6% | +6.5% | +50.1% | +50.4% |
| 6M | +51.1% | +4.9% | +46.3% | +45.8% |
| YTD | +1.7% | +23.4% | -21.8% | -12.5% |
| 1Y | +10.1% | +26.3% | -16.2% | -6.8% |
| 3Y | -10.3% | +38.0% | -48.3% | -29.2% |
| 5Y | -21.4% | +68.0% | -89.4% | -46.3% |
| All | +161.0% | +430.4% | -269.3% | -8.8% |
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