+88.7%
ACN vs SO
+156.9%
-68.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.5% |
| 7D | -4.8% | +1.0% | -5.8% | -5.2% |
| 30D | +1.9% | -3.2% | +5.1% | +3.0% |
| 3M | +3.9% | -1.7% | +5.6% | +4.5% |
| 6M | -15.0% | -7.2% | -7.8% | -12.9% |
| YTD | -31.9% | +4.6% | -36.5% | -33.6% |
| 1Y | -28.5% | +1.2% | -29.7% | -29.6% |
| 3Y | -41.9% | +45.3% | -87.2% | -51.8% |
| 5Y | -42.9% | +58.7% | -101.6% | -54.9% |
| 10Y | +88.7% | +155.9% | -67.1% | +30.1% |
| All | +88.7% | +156.9% | -68.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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