+1,697.2%
ACN vs SM
+360.0%
+1,337.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -3.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +9.4% | +26.3% | -16.9% | +6.3% |
| 3M | +5.6% | +8.7% | -3.0% | +4.2% |
| 6M | -9.3% | +51.7% | -60.9% | -14.2% |
| YTD | -29.0% | +99.0% | -128.0% | -35.1% |
| 1Y | -24.7% | +34.6% | -59.2% | -28.2% |
| 3Y | -39.8% | -7.8% | -32.1% | -41.5% |
| 5Y | -40.9% | +104.8% | -145.7% | -49.4% |
| 10Y | +91.1% | +7.2% | +83.9% | +35.4% |
| All | +1,697.2% | +360.0% | +1,337.2% | +509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling