+152.3%
ACN vs SFM
+140.2%
+12.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -3.8% | +6.0% | -9.9% | -4.6% |
| 30D | +16.5% | -19.5% | +36.0% | +19.2% |
| 3M | +41.5% | -37.0% | +78.5% | +49.3% |
| 6M | +60.1% | -41.0% | +101.1% | +69.9% |
| YTD | -3.9% | -34.6% | +30.7% | 0.0% |
| 1Y | +4.1% | -36.3% | +40.4% | +8.7% |
| 3Y | -15.9% | +24.5% | -40.4% | -21.9% |
| 5Y | -26.3% | +115.9% | -142.2% | -37.7% |
| All | +152.3% | +140.2% | +12.1% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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