+1,697.2%
ACN vs RL
+1,722.1%
-24.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.9% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +9.4% | -7.8% | +17.1% | +11.7% |
| 3M | +5.6% | -4.0% | +9.6% | +6.2% |
| 6M | -9.3% | -1.9% | -7.4% | -10.2% |
| YTD | -29.0% | -0.2% | -28.8% | -30.1% |
| 1Y | -24.7% | +10.7% | -35.3% | -28.1% |
| 3Y | -39.8% | +210.8% | -250.6% | -58.5% |
| 5Y | -40.9% | +238.2% | -279.2% | -61.2% |
| 10Y | +91.1% | +313.4% | -222.3% | +8.7% |
| All | +1,697.2% | +1,722.1% | -24.8% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 all: compounded portfolio wealth divided by compounded RL 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…
all analysis · Full analysis span regression · 6 months rolling