-42.3%
ACN vs RUN
-38.5%
-3.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.2% |
| 7D | -7.9% | -3.4% | -4.5% | -7.8% |
| 30D | -1.1% | -14.0% | +12.9% | -0.8% |
| 3M | +5.6% | -27.5% | +33.1% | +6.0% |
| 6M | -9.9% | -29.0% | +19.0% | -9.7% |
| YTD | -32.3% | -53.1% | +20.8% | -31.5% |
| 1Y | -25.3% | -46.7% | +21.4% | -24.9% |
| All | -42.3% | -38.5% | -3.8% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling