-15.9%
ACN vs SO
+52.7%
-68.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -3.8% | +1.4% | -5.2% | -3.9% |
| 30D | +16.5% | +4.7% | +11.8% | +16.2% |
| 3M | +41.5% | +1.7% | +39.8% | +41.0% |
| 6M | +60.1% | +2.2% | +57.9% | +59.8% |
| YTD | -3.9% | +10.0% | -13.9% | -4.4% |
| 1Y | +4.1% | +6.0% | -2.0% | +3.9% |
| 3Y | -15.9% | +54.1% | -70.0% | -19.2% |
| All | -15.9% | +52.7% | -68.6% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling