+88.7%
ACN vs ROL
+203.4%
-114.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.1% |
| 7D | -4.8% | -3.4% | -1.4% | -3.5% |
| 30D | +1.9% | -6.9% | +8.8% | +4.7% |
| 3M | +3.9% | -24.6% | +28.5% | +15.8% |
| 6M | -15.0% | -39.5% | +24.5% | +3.0% |
| YTD | -31.9% | -41.1% | +9.2% | -16.8% |
| 1Y | -28.5% | -37.9% | +9.4% | -14.7% |
| 3Y | -41.9% | +0.8% | -42.7% | -44.4% |
| 5Y | -42.9% | -4.7% | -38.2% | -45.5% |
| 10Y | +88.7% | +207.9% | -119.2% | +10.8% |
| All | +88.7% | +203.4% | -114.7% | +10.8% |
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