+152.3%
ACN vs ROL
+221.5%
-69.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | -0.8% |
| 7D | -3.8% | +3.0% | -6.8% | -5.0% |
| 30D | +16.5% | +19.8% | -3.2% | +8.2% |
| 3M | +41.5% | +7.9% | +33.6% | +36.9% |
| 6M | +60.1% | -25.6% | +85.7% | +78.7% |
| YTD | -3.9% | -34.1% | +30.2% | +12.1% |
| 1Y | +4.1% | -31.4% | +35.5% | +19.4% |
| 3Y | -15.9% | +4.7% | -20.5% | -20.4% |
| 5Y | -26.3% | +15.6% | -41.9% | -35.1% |
| All | +152.3% | +221.5% | -69.2% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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