+22.4%
ACN vs REPL
-7.7%
+30.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -4.1% |
| 7D | -4.8% | -5.7% | +0.9% | -4.7% |
| 30D | +1.9% | +22.5% | -20.6% | +1.3% |
| 3M | +3.9% | +64.7% | -60.8% | +1.0% |
| 6M | -15.0% | +83.0% | -98.0% | -19.8% |
| YTD | -31.9% | +52.0% | -83.9% | -35.3% |
| 1Y | -28.5% | +144.5% | -173.0% | -35.1% |
| 3Y | -41.9% | -25.1% | -16.8% | -49.0% |
| 5Y | -42.9% | -52.9% | +10.0% | -49.2% |
| All | +22.4% | -7.7% | +30.1% | -13.3% |
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