+91.6%
ACN vs MOD
+1,642.7%
-1,551.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.3% | -7.6% | -3.7% |
| 7D | -1.5% | +9.6% | -11.1% | -2.4% |
| 30D | +9.4% | 0.0% | +9.3% | +9.2% |
| 3M | +5.6% | -35.4% | +41.0% | +9.3% |
| 6M | -9.3% | -7.3% | -2.0% | -11.0% |
| YTD | -29.0% | +45.8% | -74.8% | -34.8% |
| 1Y | -24.7% | +43.1% | -67.8% | -31.4% |
| 3Y | -39.8% | +297.7% | -337.5% | -55.8% |
| 5Y | -40.9% | +1,478.8% | -1,519.7% | -66.2% |
| All | +91.6% | +1,642.7% | -1,551.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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