+156.5%
ACN vs RF
+279.4%
-123.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | +33.5% | +6.0% | +27.5% | +31.0% |
| 3M | +53.5% | -8.9% | +62.4% | +58.2% |
| 6M | +52.2% | +2.3% | +49.9% | +50.9% |
| YTD | -0.1% | +7.6% | -7.7% | -2.9% |
| 1Y | +11.0% | +21.2% | -10.1% | +3.7% |
| 3Y | -11.8% | +108.5% | -120.3% | -32.7% |
| 5Y | -22.8% | +43.2% | -66.0% | -34.8% |
| All | +156.5% | +279.4% | -123.0% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling