+93.1%
ACN vs MO
+114.7%
-21.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | -1.5% | +0.1% | -1.7% | -1.5% |
| 30D | +2.1% | +7.1% | -5.1% | 0.0% |
| 3M | +11.1% | -2.0% | +13.1% | +11.8% |
| 6M | -6.8% | +7.3% | -14.1% | -9.2% |
| YTD | -30.0% | +23.5% | -53.5% | -35.0% |
| 1Y | -23.1% | +11.0% | -34.1% | -26.3% |
| 3Y | -40.4% | +95.0% | -135.4% | -53.7% |
| 5Y | -41.6% | +100.6% | -142.2% | -55.7% |
| All | +93.1% | +114.7% | -21.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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