-43.0%
ACN vs RNG
+122.1%
-165.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -6.3% | -4.1% | -2.3% | -5.3% |
| 30D | -1.4% | +8.6% | -10.0% | -3.5% |
| 3M | +2.6% | +78.0% | -75.4% | -11.6% |
| 6M | -14.3% | +67.0% | -81.3% | -25.4% |
| YTD | -33.1% | +142.4% | -175.6% | -46.6% |
| 1Y | -28.8% | +120.4% | -149.2% | -42.3% |
| All | -43.0% | +122.1% | -165.1% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling