+88.5%
ACN vs RIG
-44.3%
+132.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -6.3% | -8.2% | +1.9% | -5.6% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | +2.6% | -2.7% | +5.3% | +2.6% |
| 6M | -14.3% | -7.5% | -6.8% | -14.1% |
| YTD | -33.1% | +38.3% | -71.4% | -35.5% |
| 1Y | -28.8% | +81.8% | -110.6% | -33.2% |
| 3Y | -43.0% | -30.2% | -12.8% | -43.2% |
| 5Y | -44.0% | +59.9% | -104.0% | -50.3% |
| 10Y | +88.5% | -41.9% | +130.4% | +52.4% |
| All | +88.5% | -44.3% | +132.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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