+153.7%
ACN vs SM
+4.2%
+149.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | +1.6% | -19.5% | +21.0% | +3.2% |
| 30D | +24.6% | -20.2% | +44.9% | +26.7% |
| 3M | +46.2% | -6.5% | +52.7% | +46.5% |
| 6M | +46.2% | +1.6% | +44.6% | +45.0% |
| YTD | -0.9% | +61.2% | -62.1% | -5.7% |
| 1Y | +8.8% | +65.4% | -56.6% | +3.1% |
| 3Y | -14.3% | -13.0% | -1.2% | -15.8% |
| 5Y | -22.6% | -4.3% | -18.3% | -26.0% |
| 10Y | +153.7% | +3.0% | +150.7% | +86.8% |
| All | +153.7% | +4.2% | +149.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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