-18.1%
ACN vs ROIV
+232.7%
-250.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.4% |
| 7D | -1.5% | +0.6% | -2.2% | -1.6% |
| 30D | +9.4% | +1.0% | +8.4% | +9.3% |
| 3M | +5.6% | +18.3% | -12.6% | +4.2% |
| 6M | -9.3% | +18.3% | -27.6% | -10.6% |
| YTD | -29.0% | +61.0% | -89.9% | -31.7% |
| 1Y | -24.7% | +177.9% | -202.5% | -30.4% |
| 3Y | -39.8% | +199.1% | -238.9% | -45.2% |
| 5Y | -40.9% | +250.7% | -291.6% | -50.7% |
| All | -18.1% | +232.7% | -250.7% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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