-17.3%
ACN vs OWL
+24.2%
-41.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.1% | +3.0% |
| 7D | -1.5% | -10.1% | +8.6% | +1.2% |
| 30D | +2.1% | -11.9% | +14.0% | +5.4% |
| 3M | +11.1% | +10.7% | +0.4% | +7.6% |
| 6M | -6.8% | +22.1% | -29.0% | -12.5% |
| YTD | -30.0% | -24.8% | -5.2% | -25.5% |
| 1Y | -23.1% | -39.2% | +16.1% | -14.2% |
| 3Y | -40.4% | +1.7% | -42.1% | -43.9% |
| 5Y | -41.6% | -15.5% | -26.1% | -46.5% |
| All | -17.3% | +24.2% | -41.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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