+93.1%
ACN vs SIRI
-10.2%
+103.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.2% |
| 7D | -1.5% | +0.6% | -2.1% | -1.6% |
| 30D | +2.1% | +2.5% | -0.4% | +1.5% |
| 3M | +11.1% | +6.6% | +4.5% | +9.7% |
| 6M | -6.8% | +32.9% | -39.7% | -12.3% |
| YTD | -30.0% | +50.5% | -80.5% | -35.9% |
| 1Y | -23.1% | +28.0% | -51.1% | -27.4% |
| 3Y | -40.4% | -22.4% | -18.0% | -40.6% |
| 5Y | -41.6% | -41.3% | -0.3% | -40.6% |
| All | +93.1% | -10.2% | +103.3% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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