+88.7%
ACN vs ROP
+134.1%
-45.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.3% | -2.1% |
| 7D | -4.8% | -5.4% | +0.6% | -1.0% |
| 30D | +1.9% | -1.6% | +3.5% | +3.2% |
| 3M | +3.9% | +18.8% | -15.0% | -7.4% |
| 6M | -15.0% | +8.2% | -23.2% | -18.9% |
| YTD | -31.9% | -10.5% | -21.4% | -26.6% |
| 1Y | -28.5% | -23.7% | -4.8% | -14.4% |
| 3Y | -41.9% | -17.9% | -24.0% | -34.6% |
| 5Y | -42.9% | -15.3% | -27.5% | -37.4% |
| 10Y | +88.7% | +133.4% | -44.7% | +17.4% |
| All | +88.7% | +134.1% | -45.4% | +17.4% |
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