-42.9%
ACN vs RGEN
-42.7%
-0.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -4.8% | -0.9% | -3.9% | -4.7% |
| 30D | +1.9% | +2.8% | -0.9% | +1.2% |
| 3M | +3.9% | +34.5% | -30.6% | -2.8% |
| 6M | -15.0% | +40.5% | -55.5% | -21.6% |
| YTD | -31.9% | +2.8% | -34.7% | -33.1% |
| 1Y | -28.5% | +39.6% | -68.1% | -34.4% |
| 3Y | -41.9% | +4.4% | -46.3% | -45.8% |
| 5Y | -42.9% | -42.8% | -0.1% | -45.2% |
| All | -42.9% | -42.7% | -0.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling