+156.3%
ACN vs RF
+277.2%
-120.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.5% | -3.1% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +22.6% | +7.0% | +15.6% | +19.8% |
| 3M | +45.9% | -7.0% | +52.9% | +49.4% |
| 6M | +43.8% | +6.8% | +37.1% | +40.5% |
| YTD | -2.5% | +9.9% | -12.4% | -5.9% |
| 1Y | +6.5% | +21.1% | -14.6% | -0.6% |
| 3Y | -14.2% | +119.6% | -133.8% | -35.8% |
| 5Y | -24.4% | +46.2% | -70.6% | -36.7% |
| 10Y | +156.3% | +261.5% | -105.2% | +61.2% |
| All | +156.3% | +277.2% | -120.9% | +61.2% |
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