-21.4%
ACN vs PL
+11.6%
-33.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.1% | +10.5% | +0.8% |
| 7D | +7.3% | -20.5% | +27.8% | +8.3% |
| 30D | +38.2% | -38.8% | +77.0% | +41.3% |
| 3M | +56.6% | -49.1% | +105.7% | +61.4% |
| 6M | +51.1% | -69.4% | +120.5% | +59.0% |
| YTD | +1.7% | -42.3% | +44.0% | +0.5% |
| 1Y | +10.1% | -14.2% | +24.3% | +4.5% |
| 3Y | -10.3% | +398.7% | -409.0% | -33.0% |
| 5Y | -21.4% | +11.1% | -32.6% | -35.3% |
| All | -21.4% | +11.6% | -33.0% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling