-41.1%
ACN vs SITM
+187.3%
-228.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.2% | +2.9% |
| 7D | -1.5% | +3.9% | -5.4% | -1.8% |
| 30D | +2.1% | -6.6% | +8.7% | +2.4% |
| 3M | +11.1% | -11.9% | +23.0% | +10.8% |
| 6M | -6.8% | +81.1% | -88.0% | -16.3% |
| YTD | -30.0% | +80.0% | -110.0% | -37.7% |
| 1Y | -23.1% | +145.8% | -169.0% | -35.3% |
| 3Y | -40.4% | +475.9% | -516.3% | -59.5% |
| All | -41.1% | +187.3% | -228.4% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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