+114.7%
ACN vs SPMO
+572.4%
-457.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -4.3% |
| 7D | -1.5% | +2.0% | -3.5% | -2.8% |
| 30D | +9.4% | -0.4% | +9.7% | +9.3% |
| 3M | +5.6% | -1.9% | +7.5% | +3.0% |
| 6M | -9.3% | +25.0% | -34.3% | -27.3% |
| YTD | -29.0% | +26.0% | -55.0% | -43.5% |
| 1Y | -24.7% | +28.7% | -53.3% | -41.3% |
| 3Y | -39.8% | +160.9% | -200.7% | -74.8% |
| 5Y | -40.9% | +147.9% | -188.8% | -74.0% |
| 10Y | +91.1% | +518.9% | -427.8% | -52.4% |
| All | +114.7% | +572.4% | -457.7% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling