-15.9%
ACN vs NEM
+252.4%
-268.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -3.8% | -6.4% | +2.6% | -3.9% |
| 30D | +16.5% | +1.4% | +15.1% | +16.5% |
| 3M | +41.5% | -0.7% | +42.2% | +41.5% |
| 6M | +60.1% | -4.5% | +64.5% | +60.5% |
| YTD | -3.9% | +14.0% | -18.0% | -4.1% |
| 1Y | +4.1% | +27.3% | -23.2% | +3.6% |
| 3Y | -15.9% | +250.5% | -266.4% | -18.9% |
| All | -15.9% | +252.4% | -268.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling