+88.5%
ACN vs RGEN
+402.3%
-313.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -6.3% | -4.6% | -1.8% | -5.4% |
| 30D | -1.4% | +1.2% | -2.5% | -1.7% |
| 3M | +2.6% | +26.8% | -24.3% | -2.9% |
| 6M | -14.3% | +29.1% | -43.4% | -19.5% |
| YTD | -33.1% | +0.7% | -33.9% | -34.0% |
| 1Y | -28.8% | +39.1% | -67.9% | -34.7% |
| 3Y | -43.0% | +2.2% | -45.2% | -46.7% |
| 5Y | -44.0% | -44.0% | 0.0% | -43.4% |
| 10Y | +88.5% | +412.7% | -324.2% | +23.0% |
| All | +88.5% | +402.3% | -313.7% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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