+88.5%
ACN vs RVTY
+134.6%
-46.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.8% |
| 7D | -6.3% | -5.4% | -0.9% | -4.2% |
| 30D | -1.4% | +6.7% | -8.1% | -3.9% |
| 3M | +2.6% | +19.0% | -16.5% | -5.0% |
| 6M | -14.3% | +34.6% | -48.9% | -25.0% |
| YTD | -33.1% | +28.3% | -61.4% | -40.4% |
| 1Y | -28.8% | +46.0% | -74.8% | -40.2% |
| 3Y | -43.0% | +16.9% | -59.8% | -49.9% |
| 5Y | -44.0% | -32.9% | -11.1% | -37.6% |
| 10Y | +88.5% | +141.6% | -53.1% | +12.9% |
| All | +88.5% | +134.6% | -46.0% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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