-25.8%
ACN vs SIRI
-41.4%
+15.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -3.8% | -1.7% | -2.1% | -3.6% |
| 30D | +16.5% | +21.1% | -4.6% | +13.8% |
| 3M | +41.5% | +14.7% | +26.7% | +38.9% |
| 6M | +60.1% | +22.9% | +37.1% | +56.1% |
| YTD | -3.9% | +65.7% | -69.7% | -9.8% |
| 1Y | +4.1% | +53.5% | -49.4% | -1.4% |
| 3Y | -15.9% | -23.0% | +7.1% | -16.6% |
| All | -25.8% | -41.4% | +15.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling