+151.8%
ACN vs SBAC
+111.6%
+40.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -5.7% | -2.7% | -3.0% | -4.8% |
| 30D | +17.0% | +3.3% | +13.8% | +15.6% |
| 3M | +39.9% | +3.3% | +36.6% | +37.9% |
| 6M | +50.2% | -10.9% | +61.1% | +55.9% |
| YTD | -4.2% | -1.0% | -3.2% | -5.6% |
| 1Y | +4.3% | -4.5% | +8.8% | +4.0% |
| 3Y | -17.1% | -8.7% | -8.4% | -18.6% |
| 5Y | -26.5% | -40.6% | +14.1% | -13.9% |
| All | +151.8% | +111.6% | +40.1% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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