+93.1%
ACN vs SPMO
+517.6%
-424.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.0% |
| 7D | -1.5% | -0.9% | -0.6% | -1.0% |
| 30D | +2.1% | -1.9% | +4.0% | +3.0% |
| 3M | +11.1% | -1.4% | +12.5% | +8.2% |
| 6M | -6.8% | +25.5% | -32.3% | -26.0% |
| YTD | -30.0% | +24.8% | -54.9% | -44.3% |
| 1Y | -23.1% | +24.5% | -47.6% | -38.9% |
| 3Y | -40.4% | +157.1% | -197.5% | -75.2% |
| 5Y | -41.6% | +149.5% | -191.1% | -75.0% |
| All | +93.1% | +517.6% | -424.5% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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