-22.5%
ACN vs REPL
-35.6%
+13.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.0% | -9.7% | -1.8% |
| 7D | +0.9% | +22.8% | -21.9% | +0.7% |
| 30D | +33.5% | +63.8% | -30.2% | +33.0% |
| 3M | +53.5% | +68.1% | -14.7% | +52.8% |
| 6M | +52.2% | +528.5% | -476.3% | +48.7% |
| YTD | -0.1% | +122.4% | -122.5% | -1.3% |
| 1Y | +11.0% | +154.4% | -143.3% | +9.4% |
| 3Y | -11.8% | +68.0% | -79.8% | -18.6% |
| All | -22.5% | -35.6% | +13.1% | -26.6% |
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