-5.0%
ACN vs PL
+40.9%
-45.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.2% |
| 7D | -3.8% | +10.0% | -13.9% | -4.3% |
| 30D | +16.5% | -2.3% | +18.8% | +16.4% |
| 3M | +41.5% | -44.2% | +85.7% | +45.3% |
| 6M | +60.1% | -66.1% | +126.2% | +68.3% |
| YTD | -3.9% | -30.0% | +26.0% | -6.0% |
| 1Y | +4.1% | +21.0% | -16.9% | -3.4% |
| 3Y | -15.9% | +516.5% | -532.4% | -37.8% |
| 5Y | -26.3% | +32.0% | -58.4% | -40.2% |
| All | -5.0% | +40.9% | -45.9% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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