+153.7%
ACN vs ROP
+185.1%
-31.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.2% |
| 7D | +1.6% | +0.2% | +1.4% | +1.4% |
| 30D | +24.6% | +30.3% | -5.7% | +3.1% |
| 3M | +46.2% | +17.8% | +28.4% | +30.4% |
| 6M | +46.2% | +38.9% | +7.3% | +16.8% |
| YTD | -0.9% | +7.6% | -8.5% | -6.2% |
| 1Y | +8.8% | +6.5% | +2.3% | +3.6% |
| 3Y | -14.3% | -6.3% | -8.0% | -12.1% |
| 5Y | -22.6% | +0.9% | -23.5% | -25.2% |
| 10Y | +153.7% | +180.7% | -27.0% | +35.8% |
| All | +153.7% | +185.1% | -31.3% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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