-25.8%
ACN vs REPL
-35.0%
+9.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -3.8% | +1.2% | -5.1% | -3.9% |
| 30D | +16.5% | +92.2% | -75.7% | +16.0% |
| 3M | +41.5% | +44.1% | -2.6% | +41.0% |
| 6M | +60.1% | +313.0% | -252.9% | +56.9% |
| YTD | -3.9% | +125.2% | -129.2% | -5.1% |
| 1Y | +4.1% | +143.8% | -139.7% | +2.7% |
| 3Y | -15.9% | +104.2% | -120.1% | -24.0% |
| All | -25.8% | -35.0% | +9.2% | -30.1% |
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