+75.3%
ACN vs REPL
+39.1%
+36.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.3% | -2.4% |
| 7D | -2.5% | +14.2% | -16.7% | -2.9% |
| 30D | +22.6% | +65.9% | -43.2% | +20.8% |
| 3M | +45.9% | +84.6% | -38.7% | +43.3% |
| 6M | +43.8% | +446.9% | -403.1% | +33.3% |
| YTD | -2.5% | +129.0% | -131.5% | -8.5% |
| 1Y | +6.5% | +167.9% | -161.4% | -0.9% |
| 3Y | -14.2% | +93.9% | -108.1% | -29.7% |
| 5Y | -24.4% | -33.0% | +8.5% | -33.1% |
| All | +75.3% | +39.1% | +36.2% | +22.7% |
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