-36.2%
ACN vs SMR
-14.3%
-21.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.7% | +19.0% | +3.7% |
| 7D | -1.5% | -11.2% | +9.7% | -1.4% |
| 30D | +2.1% | -10.2% | +12.3% | +2.2% |
| 3M | +11.1% | -10.0% | +21.1% | +10.9% |
| 6M | -6.8% | -30.5% | +23.6% | -6.6% |
| YTD | -30.0% | -39.2% | +9.2% | -29.7% |
| 1Y | -23.1% | -75.5% | +52.4% | -20.8% |
| 3Y | -40.4% | +45.4% | -85.8% | -45.8% |
| All | -36.2% | -14.3% | -21.9% | -40.6% |
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