-44.0%
ACN vs RJF
+106.2%
-150.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -6.3% | -0.3% | -6.1% | -6.2% |
| 30D | -1.4% | -2.0% | +0.6% | -0.5% |
| 3M | +2.6% | +16.3% | -13.8% | -3.5% |
| 6M | -14.3% | +16.9% | -31.2% | -19.8% |
| YTD | -33.1% | +10.4% | -43.6% | -36.1% |
| 1Y | -28.8% | +7.4% | -36.2% | -31.3% |
| 3Y | -43.0% | +72.2% | -115.2% | -56.5% |
| 5Y | -44.0% | +105.1% | -149.1% | -61.8% |
| All | -44.0% | +106.2% | -150.2% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling