-25.8%
ACN vs SIMO
+170.3%
-196.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | 0.0% |
| 7D | -3.8% | +4.1% | -8.0% | -3.7% |
| 30D | +16.5% | -24.0% | +40.5% | +15.9% |
| 3M | +41.5% | -31.8% | +73.2% | +40.3% |
| 6M | +60.1% | -36.9% | +97.0% | +57.2% |
| YTD | -3.9% | +84.8% | -88.8% | -18.2% |
| 1Y | +4.1% | +99.0% | -94.9% | -12.3% |
| 3Y | -15.9% | +217.9% | -233.8% | -35.6% |
| All | -25.8% | +170.3% | -196.1% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling