-11.8%
ACN vs SIMO
+214.6%
-226.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -1.4% |
| 7D | +0.9% | -22.0% | +22.9% | -1.1% |
| 30D | +33.5% | -43.0% | +76.6% | +28.5% |
| 3M | +53.5% | -39.1% | +92.6% | +49.1% |
| 6M | +52.2% | -33.3% | +85.5% | +46.2% |
| YTD | -0.1% | +77.0% | -77.1% | -15.1% |
| 1Y | +11.0% | +73.0% | -62.0% | -5.4% |
| 3Y | -11.8% | +215.7% | -227.5% | -37.5% |
| All | -11.8% | +214.6% | -226.4% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling