+153.7%
ACN vs M
-3.0%
+156.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | +1.6% | +5.0% | -3.5% | +0.8% |
| 30D | +24.6% | +10.6% | +14.0% | +22.8% |
| 3M | +46.2% | +1.6% | +44.6% | +45.5% |
| 6M | +46.2% | +30.8% | +15.3% | +40.1% |
| YTD | -0.9% | +16.9% | -17.8% | -3.8% |
| 1Y | +8.8% | +26.3% | -17.5% | +4.3% |
| 3Y | -14.3% | +158.6% | -172.9% | -27.7% |
| 5Y | -22.6% | +2.1% | -24.7% | -28.7% |
| 10Y | +153.7% | -4.3% | +158.1% | +106.8% |
| All | +153.7% | -3.0% | +156.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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