-22.5%
ACN vs SO
+75.0%
-97.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +0.9% | -1.5% | +2.3% | +1.3% |
| 30D | +33.5% | +8.1% | +25.5% | +31.0% |
| 3M | +53.5% | +0.2% | +53.2% | +53.2% |
| 6M | +52.2% | +0.4% | +51.8% | +51.9% |
| YTD | -0.1% | +8.5% | -8.6% | -2.9% |
| 1Y | +11.0% | +4.9% | +6.1% | +9.0% |
| 3Y | -11.8% | +47.9% | -59.7% | -25.7% |
| All | -22.5% | +75.0% | -97.5% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling