+1,102.7%
ACN vs SIMO
+3,332.4%
-2,229.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +8.7% | -12.0% | -4.2% |
| 7D | -1.5% | +4.2% | -5.8% | -2.0% |
| 30D | +9.4% | +4.1% | +5.3% | +8.3% |
| 3M | +5.6% | -12.9% | +18.5% | +4.7% |
| 6M | -9.3% | +110.3% | -119.6% | -20.9% |
| YTD | -29.0% | +178.6% | -207.5% | -40.8% |
| 1Y | -24.7% | +220.0% | -244.7% | -38.6% |
| 3Y | -39.8% | +409.0% | -448.9% | -54.6% |
| 5Y | -40.9% | +277.3% | -318.2% | -54.8% |
| 10Y | +91.1% | +506.6% | -415.5% | +32.2% |
| All | +1,102.7% | +3,332.4% | -2,229.7% | +430.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling