+156.3%
ACN vs ROL
+222.1%
-65.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.4% | -3.2% |
| 7D | -2.5% | +7.5% | -10.0% | -5.4% |
| 30D | +22.6% | +21.1% | +1.5% | +13.4% |
| 3M | +45.9% | +3.1% | +42.8% | +43.7% |
| 6M | +43.8% | -27.4% | +71.3% | +62.2% |
| YTD | -2.5% | -34.7% | +32.3% | +14.3% |
| 1Y | +6.5% | -32.9% | +39.4% | +23.3% |
| 3Y | -14.2% | +6.1% | -20.3% | -19.3% |
| 5Y | -24.4% | +16.3% | -40.8% | -33.7% |
| 10Y | +156.3% | +214.9% | -58.5% | +41.8% |
| All | +156.3% | +222.1% | -65.8% | +41.8% |
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