-40.6%
ACN vs SO
+58.2%
-98.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | +9.4% | -4.6% | +13.9% | +10.6% |
| 3M | +5.6% | -3.0% | +8.7% | +6.5% |
| 6M | -9.3% | -8.3% | -1.0% | -7.4% |
| YTD | -29.0% | +3.5% | -32.5% | -30.1% |
| 1Y | -24.7% | -0.9% | -23.7% | -25.0% |
| 3Y | -39.8% | +45.4% | -85.2% | -49.2% |
| All | -40.6% | +58.2% | -98.8% | -52.1% |
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 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