+96.8%
ACN vs SIMO
+479.9%
-383.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.7% | -12.0% | -4.0% |
| 7D | -1.5% | +4.2% | -5.8% | -1.9% |
| 30D | +9.4% | +4.1% | +5.3% | +8.6% |
| 3M | +5.6% | -12.9% | +18.5% | +5.0% |
| 6M | -9.3% | +110.3% | -119.6% | -22.2% |
| YTD | -29.0% | +178.6% | -207.5% | -42.7% |
| 1Y | -24.7% | +220.0% | -244.7% | -40.9% |
| 3Y | -39.8% | +409.0% | -448.9% | -57.7% |
| 5Y | -40.9% | +277.3% | -318.2% | -57.6% |
| All | +96.8% | +479.9% | -383.0% | +19.5% |
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