-44.0%
ACN vs REPL
-53.9%
+9.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.8% |
| 7D | -6.3% | -9.6% | +3.2% | -6.3% |
| 30D | -1.4% | +5.7% | -7.1% | -1.4% |
| 3M | +2.6% | +56.4% | -53.8% | +1.8% |
| 6M | -14.3% | +67.4% | -81.7% | -15.2% |
| YTD | -33.1% | +48.7% | -81.8% | -33.7% |
| 1Y | -28.8% | +148.3% | -177.1% | -31.0% |
| 3Y | -43.0% | -26.7% | -16.3% | -44.1% |
| 5Y | -44.0% | -54.1% | +10.1% | -47.3% |
| All | -44.0% | -53.9% | +9.9% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling