+206.2%
ACN vs RACE
+658.9%
-452.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | +0.9% | +5.1% | -4.2% | -1.0% |
| 30D | +33.5% | +7.7% | +25.8% | +29.9% |
| 3M | +53.5% | +2.2% | +51.3% | +52.1% |
| 6M | +52.2% | +23.8% | +28.5% | +39.5% |
| YTD | -0.1% | +13.9% | -14.0% | -6.4% |
| 1Y | +11.0% | +3.8% | +7.3% | +7.8% |
| 3Y | -11.8% | +28.0% | -39.8% | -25.0% |
| 5Y | -22.8% | +64.9% | -87.7% | -42.4% |
| 10Y | +162.4% | +780.4% | -617.9% | +15.8% |
| All | +206.2% | +658.9% | -452.7% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling