-25.8%
ACN vs SITM
+73.6%
-99.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.6% |
| 7D | -3.8% | +6.6% | -10.5% | -4.3% |
| 30D | +16.5% | -15.3% | +31.8% | +17.3% |
| 3M | +41.5% | -35.4% | +76.8% | +44.6% |
| 6M | +60.1% | -46.8% | +106.9% | +64.8% |
| YTD | -3.9% | +25.9% | -29.8% | -12.9% |
| 1Y | +4.1% | +54.0% | -49.9% | -8.5% |
| 3Y | -15.9% | +315.6% | -331.4% | -42.1% |
| All | -25.8% | +73.6% | -99.4% | -47.2% |
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