-42.9%
ACN vs S
-72.3%
+29.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -3.7% |
| 7D | -4.8% | -5.8% | +1.0% | -3.8% |
| 30D | +1.9% | -9.2% | +11.1% | +3.4% |
| 3M | +3.9% | +23.4% | -19.5% | -0.6% |
| 6M | -15.0% | +36.9% | -51.9% | -20.4% |
| YTD | -31.9% | +29.5% | -61.4% | -35.6% |
| 1Y | -28.5% | +5.4% | -33.9% | -30.4% |
| 3Y | -41.9% | +14.7% | -56.6% | -45.9% |
| 5Y | -42.9% | -71.5% | +28.7% | -40.7% |
| All | -42.9% | -72.3% | +29.5% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling