+2,427.5%
ACN vs SM
+277.7%
+2,149.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -1.9% |
| 7D | +0.9% | -25.9% | +26.8% | +4.1% |
| 30D | +33.5% | -15.1% | +48.7% | +35.6% |
| 3M | +53.5% | +4.9% | +48.6% | +51.8% |
| 6M | +52.2% | +6.1% | +46.1% | +49.8% |
| YTD | -0.1% | +63.4% | -63.5% | -7.0% |
| 1Y | +11.0% | +72.5% | -61.4% | +2.7% |
| 3Y | -11.8% | -16.9% | +5.1% | -13.5% |
| 5Y | -22.8% | -10.6% | -12.2% | -27.3% |
| 10Y | +162.4% | +11.3% | +151.2% | +83.2% |
| All | +2,427.5% | +277.7% | +2,149.8% | +772.9% |
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