+88.7%
ACN vs SIMO
+515.6%
-426.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.3% | -4.6% |
| 7D | -4.8% | +14.6% | -19.4% | -5.9% |
| 30D | +1.9% | +6.2% | -4.3% | +1.1% |
| 3M | +3.9% | +3.6% | +0.3% | +1.4% |
| 6M | -15.0% | +130.8% | -145.8% | -27.9% |
| YTD | -31.9% | +195.8% | -227.7% | -45.3% |
| 1Y | -28.5% | +225.0% | -253.5% | -43.8% |
| 3Y | -41.9% | +452.3% | -494.2% | -59.5% |
| 5Y | -42.9% | +303.6% | -346.5% | -59.3% |
| 10Y | +88.7% | +528.8% | -440.0% | +14.0% |
| All | +88.7% | +515.6% | -426.9% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SIMO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling