-1.2%
ACN vs PL
+28.1%
-29.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.4% | -12.1% | -2.2% |
| 7D | +0.9% | -6.8% | +7.7% | +1.1% |
| 30D | +33.5% | -29.3% | +62.8% | +35.5% |
| 3M | +53.5% | -44.8% | +98.2% | +57.6% |
| 6M | +52.2% | -68.4% | +120.6% | +60.3% |
| YTD | -0.1% | -36.4% | +36.2% | -1.8% |
| 1Y | +11.0% | +0.7% | +10.3% | +4.3% |
| 3Y | -11.8% | +455.3% | -467.1% | -34.5% |
| 5Y | -22.8% | +22.7% | -45.5% | -37.2% |
| All | -1.2% | +28.1% | -29.3% | -20.4% |
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