+152.3%
ACN vs SM
+18.0%
+134.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.8% | +9.4% | -13.2% | -4.6% |
| 30D | +16.5% | -14.4% | +30.9% | +17.7% |
| 3M | +41.5% | +1.6% | +39.9% | +40.8% |
| 6M | +60.1% | +6.3% | +53.7% | +58.2% |
| YTD | -3.9% | +78.8% | -82.7% | -9.5% |
| 1Y | +4.1% | +83.1% | -79.0% | -2.1% |
| 3Y | -15.9% | -5.9% | -10.0% | -17.9% |
| 5Y | -26.3% | +4.8% | -31.1% | -30.1% |
| All | +152.3% | +18.0% | +134.3% | +84.4% |
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