+195.6%
ACN vs RUN
-30.6%
+226.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.2% |
| 7D | -4.0% | +3.2% | -7.2% | -4.4% |
| 30D | +19.0% | +19.5% | -0.5% | +17.0% |
| 3M | +42.2% | -9.6% | +51.8% | +42.7% |
| 6M | +50.1% | -37.3% | +87.5% | +54.0% |
| YTD | -2.7% | -50.7% | +48.0% | +0.3% |
| 1Y | +7.6% | -54.1% | +61.7% | +11.4% |
| 3Y | -15.9% | -3.9% | -12.0% | -27.5% |
| 5Y | -24.4% | -84.4% | +60.0% | -25.2% |
| 10Y | +151.4% | +77.5% | +73.9% | +87.8% |
| All | +195.6% | -30.6% | +226.2% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling