+156.3%
ACN vs SIMO
+434.7%
-278.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.0% | -2.6% |
| 7D | -2.5% | -8.5% | +5.9% | -2.2% |
| 30D | +22.6% | -34.8% | +57.5% | +25.0% |
| 3M | +45.9% | -32.8% | +78.8% | +47.2% |
| 6M | +43.8% | -32.0% | +75.9% | +41.0% |
| YTD | -2.5% | +87.0% | -89.5% | -20.5% |
| 1Y | +6.5% | +86.1% | -79.6% | -13.3% |
| 3Y | -14.2% | +226.4% | -240.6% | -38.7% |
| 5Y | -24.4% | +172.1% | -196.6% | -46.2% |
| 10Y | +156.3% | +408.0% | -251.7% | +50.6% |
| All | +156.3% | +434.7% | -278.4% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling