-40.6%
ACN vs RACE
+93.6%
-134.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.6% |
| 7D | -1.5% | -2.5% | +1.0% | -0.6% |
| 30D | +9.4% | +0.8% | +8.6% | +9.1% |
| 3M | +5.6% | +17.2% | -11.5% | -0.4% |
| 6M | -9.3% | +13.6% | -22.8% | -13.9% |
| YTD | -29.0% | +12.2% | -41.2% | -32.7% |
| 1Y | -24.7% | -16.3% | -8.4% | -20.6% |
| 3Y | -39.8% | +36.4% | -76.3% | -52.7% |
| All | -40.6% | +93.6% | -134.2% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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