+2,472.7%
ACN vs MOD
+289.4%
+2,183.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.4% |
| 7D | +7.3% | -34.2% | +41.4% | +13.0% |
| 30D | +38.2% | -51.9% | +90.1% | +51.7% |
| 3M | +56.6% | -53.0% | +109.6% | +71.7% |
| 6M | +51.1% | -66.4% | +117.5% | +70.4% |
| YTD | +1.7% | -31.5% | +33.2% | +0.5% |
| 1Y | +10.1% | -39.6% | +49.6% | +10.1% |
| 3Y | -10.3% | +116.8% | -127.1% | -32.7% |
| 5Y | -21.4% | +713.8% | -735.2% | -55.0% |
| 10Y | +167.1% | +882.7% | -715.5% | +28.5% |
| All | +2,472.7% | +289.4% | +2,183.3% | +960.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling