+88.5%
ACN vs O
+49.9%
+38.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -6.3% | -2.3% | -4.1% | -5.4% |
| 30D | -1.4% | -2.4% | +1.1% | -0.4% |
| 3M | +2.6% | -0.6% | +3.1% | +3.1% |
| 6M | -14.3% | -5.0% | -9.3% | -12.6% |
| YTD | -33.1% | +10.4% | -43.5% | -36.0% |
| 1Y | -28.8% | +6.6% | -35.4% | -30.9% |
| 3Y | -43.0% | +28.4% | -71.3% | -49.4% |
| 5Y | -44.0% | +15.3% | -59.3% | -48.1% |
| 10Y | +88.5% | +55.3% | +33.2% | +57.4% |
| All | +88.5% | +49.9% | +38.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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