+7.6%
ACN vs REPL
+147.5%
-139.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.6% | -2.0% |
| 7D | -4.0% | +5.3% | -9.3% | -3.9% |
| 30D | +19.0% | +66.6% | -47.6% | +19.9% |
| 3M | +42.2% | +59.6% | -17.4% | +43.2% |
| 6M | +50.1% | +482.4% | -432.2% | +57.2% |
| YTD | -2.7% | +124.1% | -126.8% | +6.8% |
| 1Y | +7.6% | +138.6% | -131.0% | +18.3% |
| All | +7.6% | +147.5% | -139.9% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling