-25.8%
ACN vs SPMO
+114.1%
-139.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | -3.8% | +6.3% | -10.2% | -5.8% |
| 30D | +16.5% | -8.9% | +25.4% | +19.6% |
| 3M | +41.5% | -13.2% | +54.7% | +47.5% |
| 6M | +60.1% | -9.3% | +69.3% | +58.3% |
| YTD | -3.9% | +11.6% | -15.5% | -17.9% |
| 1Y | +4.1% | +13.4% | -9.3% | -12.3% |
| 3Y | -15.9% | +122.9% | -138.7% | -62.0% |
| All | -25.8% | +114.1% | -139.8% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling