+219.9%
ACN vs RNG
+327.7%
-107.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.5% |
| 7D | -1.5% | +5.8% | -7.3% | -2.6% |
| 30D | +9.4% | +19.6% | -10.2% | +5.5% |
| 3M | +5.6% | +67.0% | -61.4% | -5.0% |
| 6M | -9.3% | +88.4% | -97.6% | -20.5% |
| YTD | -29.0% | +155.5% | -184.5% | -41.8% |
| 1Y | -24.7% | +141.7% | -166.3% | -37.8% |
| 3Y | -39.8% | +131.1% | -170.9% | -51.6% |
| 5Y | -40.9% | -70.6% | +29.7% | -37.6% |
| 10Y | +91.1% | +228.2% | -137.1% | +28.2% |
| All | +219.9% | +327.7% | -107.9% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling