+72.3%
ACN vs REPL
+37.4%
+34.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -5.7% | +9.8% | -15.5% | -6.0% |
| 30D | +17.0% | +81.5% | -64.5% | +15.1% |
| 3M | +39.9% | +44.2% | -4.4% | +38.2% |
| 6M | +50.2% | +437.4% | -387.2% | +39.3% |
| YTD | -4.2% | +126.1% | -130.3% | -10.1% |
| 1Y | +4.3% | +143.1% | -138.8% | -2.5% |
| 3Y | -17.1% | +97.8% | -114.9% | -32.3% |
| 5Y | -26.5% | -34.3% | +7.8% | -34.9% |
| All | +72.3% | +37.4% | +34.9% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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