-42.9%
ACN vs RIG
+52.4%
-95.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | -4.8% | -2.7% | -2.1% | -4.6% |
| 30D | +1.9% | +9.5% | -7.6% | +1.1% |
| 3M | +3.9% | -6.6% | +10.5% | +4.3% |
| 6M | -15.0% | -2.9% | -12.1% | -15.1% |
| YTD | -31.9% | +39.5% | -71.4% | -34.2% |
| 1Y | -28.5% | +82.3% | -110.8% | -32.7% |
| 3Y | -41.9% | -29.6% | -12.3% | -42.4% |
| 5Y | -42.9% | +63.2% | -106.0% | -48.7% |
| All | -42.9% | +52.4% | -95.2% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling