-39.0%
ACN vs SMR
+7.6%
-46.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.7% |
| 7D | -6.3% | +13.1% | -19.4% | -6.6% |
| 30D | -1.4% | +17.8% | -19.1% | -1.8% |
| 3M | +2.6% | +8.1% | -5.5% | +2.1% |
| 6M | -14.3% | -11.1% | -3.2% | -14.5% |
| YTD | -33.1% | -23.7% | -9.4% | -33.1% |
| 1Y | -28.8% | -69.4% | +40.6% | -26.9% |
| 3Y | -43.0% | +82.6% | -125.6% | -48.3% |
| All | -39.0% | +7.6% | -46.6% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling