+2,427.5%
ACN vs SO
+1,105.3%
+1,322.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | +0.9% | -1.5% | +2.3% | +1.5% |
| 30D | +33.5% | +8.1% | +25.5% | +29.4% |
| 3M | +53.5% | +0.2% | +53.2% | +53.3% |
| 6M | +52.2% | +0.4% | +51.8% | +51.7% |
| YTD | -0.1% | +8.5% | -8.6% | -4.2% |
| 1Y | +11.0% | +4.9% | +6.1% | +7.9% |
| 3Y | -11.8% | +47.9% | -59.7% | -27.4% |
| 5Y | -22.8% | +75.7% | -98.5% | -41.7% |
| 10Y | +162.4% | +178.0% | -15.5% | +58.0% |
| All | +2,427.5% | +1,105.3% | +1,322.2% | +781.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling