+152.3%
ACN vs RJF
+326.9%
-174.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -3.8% | +3.6% | -7.4% | -5.3% |
| 30D | +16.5% | +7.2% | +9.3% | +12.9% |
| 3M | +41.5% | -6.5% | +48.0% | +45.3% |
| 6M | +60.1% | +10.3% | +49.8% | +53.4% |
| YTD | -3.9% | +6.5% | -10.5% | -7.0% |
| 1Y | +4.1% | +6.1% | -2.0% | +0.8% |
| 3Y | -15.9% | +74.9% | -90.7% | -36.3% |
| 5Y | -26.3% | +81.3% | -107.7% | -46.3% |
| All | +152.3% | +326.9% | -174.6% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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