-25.3%
ACN vs RNG
+120.2%
-145.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -7.9% | -9.6% | +1.7% | -4.8% |
| 30D | -1.1% | +8.8% | -9.9% | -3.8% |
| 3M | +5.6% | +78.6% | -73.0% | -12.4% |
| 6M | -9.9% | +70.3% | -80.2% | -24.9% |
| YTD | -32.3% | +140.3% | -172.7% | -48.3% |
| 1Y | -25.3% | +126.6% | -151.9% | -43.1% |
| All | -25.3% | +120.2% | -145.5% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling