+27.7%
ACN vs REPL
-6.0%
+33.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.3% |
| 7D | -1.5% | -3.0% | +1.4% | -1.5% |
| 30D | +9.4% | +27.1% | -17.8% | +8.6% |
| 3M | +5.6% | +52.4% | -46.7% | +3.1% |
| 6M | -9.3% | +107.4% | -116.7% | -14.8% |
| YTD | -29.0% | +54.7% | -83.7% | -32.6% |
| 1Y | -24.7% | +158.9% | -183.5% | -31.8% |
| 3Y | -39.8% | -23.7% | -16.1% | -47.2% |
| 5Y | -40.9% | -54.3% | +13.4% | -47.2% |
| All | +27.7% | -6.0% | +33.7% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling