-6.9%
ACN vs S
-51.5%
+44.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -0.4% |
| 7D | -5.7% | +4.1% | -9.8% | -6.5% |
| 30D | +17.0% | -7.2% | +24.2% | +17.9% |
| 3M | +39.9% | 0.0% | +39.9% | +38.4% |
| 6M | +50.2% | +41.6% | +8.6% | +39.4% |
| YTD | -4.2% | +48.6% | -52.8% | -12.0% |
| 1Y | +4.3% | +30.0% | -25.7% | -2.5% |
| 3Y | -17.1% | +42.2% | -59.3% | -25.6% |
| 5Y | -26.5% | -70.8% | +44.3% | -27.6% |
| All | -6.9% | -51.5% | +44.7% | -7.9% |
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