+152.3%
ACN vs RNG
+234.5%
-82.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -3.8% | +4.6% | -8.4% | -4.8% |
| 30D | +16.5% | +0.4% | +16.1% | +16.0% |
| 3M | +41.5% | +11.4% | +30.0% | +37.8% |
| 6M | +60.1% | +95.7% | -35.6% | +38.2% |
| YTD | -3.9% | +162.9% | -166.8% | -22.8% |
| 1Y | +4.1% | +180.3% | -176.2% | -17.4% |
| 3Y | -15.9% | +188.3% | -204.2% | -35.9% |
| 5Y | -26.3% | -72.5% | +46.2% | -20.6% |
| All | +152.3% | +234.5% | -82.1% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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