-22.5%
ACN vs ROL
+13.1%
-35.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.0% |
| 7D | +0.9% | +9.5% | -8.6% | -2.4% |
| 30D | +33.5% | +22.9% | +10.6% | +24.2% |
| 3M | +53.5% | +3.5% | +49.9% | +51.0% |
| 6M | +52.2% | -29.4% | +81.6% | +68.9% |
| YTD | -0.1% | -36.1% | +35.9% | +14.2% |
| 1Y | +11.0% | -34.4% | +45.4% | +25.8% |
| 3Y | -11.8% | +4.0% | -15.8% | -15.8% |
| All | -22.5% | +13.1% | -35.6% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling