+152.3%
ACN vs RGEN
+415.2%
-262.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -3.8% | -3.3% | -0.6% | -3.2% |
| 30D | +16.5% | -5.8% | +22.4% | +17.6% |
| 3M | +41.5% | +0.2% | +41.3% | +39.8% |
| 6M | +60.1% | +56.8% | +3.3% | +42.8% |
| YTD | -3.9% | +2.4% | -6.3% | -6.5% |
| 1Y | +4.1% | +11.4% | -7.4% | -0.6% |
| 3Y | -15.9% | +15.2% | -31.0% | -24.0% |
| 5Y | -26.3% | -35.1% | +8.8% | -28.3% |
| All | +152.3% | +415.2% | -262.8% | +52.9% |
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