-12.6%
ACN vs SMR
-52.0%
+39.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.4% | -1.3% |
| 7D | -5.7% | +10.3% | -16.0% | -5.9% |
| 30D | +17.0% | -25.7% | +42.8% | +17.5% |
| 3M | +39.9% | -49.7% | +89.6% | +41.3% |
| 6M | +50.2% | -59.8% | +110.0% | +52.3% |
| YTD | -4.2% | -66.0% | +61.8% | -2.8% |
| 1Y | +4.3% | -81.4% | +85.7% | +7.8% |
| 3Y | -17.1% | +130.6% | -147.7% | -29.1% |
| All | -12.6% | -52.0% | +39.5% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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