+115.9%
ACN vs RUN
-31.9%
+147.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | -1.5% | +1.3% | -2.8% | -1.6% |
| 30D | +9.4% | -15.3% | +24.6% | +10.6% |
| 3M | +5.6% | -40.0% | +45.7% | +9.3% |
| 6M | -9.3% | -27.0% | +17.7% | -8.2% |
| YTD | -29.0% | -51.7% | +22.7% | -26.3% |
| 1Y | -24.7% | -45.9% | +21.2% | -23.3% |
| 3Y | -39.8% | -43.8% | +3.9% | -45.1% |
| 5Y | -40.9% | -80.5% | +39.6% | -42.9% |
| 10Y | +91.1% | +45.3% | +45.9% | +44.2% |
| All | +115.9% | -31.9% | +147.8% | +65.6% |
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