-25.8%
ACN vs MET
+85.0%
-110.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.2% |
| 7D | -3.8% | +4.5% | -8.3% | -5.9% |
| 30D | +16.5% | +3.5% | +13.0% | +14.5% |
| 3M | +41.5% | +5.9% | +35.5% | +37.4% |
| 6M | +60.1% | +33.1% | +27.0% | +39.3% |
| YTD | -3.9% | +33.6% | -37.5% | -16.6% |
| 1Y | +4.1% | +32.7% | -28.6% | -9.4% |
| 3Y | -15.9% | +85.0% | -100.9% | -39.0% |
| All | -25.8% | +85.0% | -110.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 5y: compounded portfolio wealth divided by compounded MET 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…
5y analysis · Full analysis span regression · 6 months rolling