-3.7%
ACN vs S
-49.1%
+45.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | +24.6% | -10.8% | +35.5% | +26.4% |
| 3M | +46.2% | +5.4% | +40.8% | +43.3% |
| 6M | +46.2% | +41.2% | +4.9% | +35.8% |
| YTD | -0.9% | +56.2% | -57.1% | -9.8% |
| 1Y | +8.8% | +36.3% | -27.5% | +0.9% |
| 3Y | -14.3% | +49.4% | -63.7% | -23.7% |
| 5Y | -22.6% | -66.9% | +44.3% | -24.6% |
| All | -3.7% | -49.1% | +45.4% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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