-6.7%
ACN vs S
-51.7%
+45.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.8% | +2.0% | -5.8% | -4.3% |
| 30D | +16.5% | -2.7% | +19.2% | +16.4% |
| 3M | +41.5% | -6.9% | +48.3% | +41.8% |
| 6M | +60.1% | +38.1% | +22.0% | +49.2% |
| YTD | -3.9% | +48.0% | -51.9% | -11.8% |
| 1Y | +4.1% | +34.5% | -30.4% | -3.2% |
| 3Y | -15.9% | +38.3% | -54.2% | -24.2% |
| 5Y | -26.3% | -70.9% | +44.6% | -27.4% |
| All | -6.7% | -51.7% | +45.0% | -7.7% |
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