+93.1%
ACN vs MKTX
+5.0%
+88.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +2.1% | +0.7% | +1.4% | +1.9% |
| 3M | +11.1% | +40.8% | -29.7% | +1.4% |
| 6M | -6.8% | -8.0% | +1.1% | -5.8% |
| YTD | -30.0% | -8.7% | -21.3% | -29.1% |
| 1Y | -23.1% | -11.8% | -11.3% | -21.7% |
| 3Y | -40.4% | -24.0% | -16.4% | -39.4% |
| 5Y | -41.6% | -60.3% | +18.7% | -30.4% |
| All | +93.1% | +5.0% | +88.0% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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