+4.1%
ACN vs RUN
-55.1%
+59.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -3.8% | -13.5% | +9.7% | -4.1% |
| 30D | +16.5% | +18.3% | -1.8% | +17.0% |
| 3M | +41.5% | -12.5% | +53.9% | +41.2% |
| 6M | +60.1% | -40.3% | +100.4% | +59.0% |
| YTD | -3.9% | -53.1% | +49.1% | -3.3% |
| 1Y | +4.1% | -54.3% | +58.4% | +5.3% |
| All | +4.1% | -55.1% | +59.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling