-24.4%
ACN vs SPOT
+115.8%
-140.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -2.5% | +2.5% | -5.1% | -3.1% |
| 30D | +22.6% | +15.1% | +7.5% | +18.7% |
| 3M | +45.9% | +24.8% | +21.1% | +38.8% |
| 6M | +43.8% | +45.8% | -1.9% | +31.9% |
| YTD | -2.5% | +4.9% | -7.4% | -4.9% |
| 1Y | +6.5% | -1.3% | +7.7% | +4.9% |
| 3Y | -14.2% | +257.7% | -271.9% | -39.9% |
| 5Y | -24.4% | +118.5% | -142.9% | -46.6% |
| All | -24.4% | +115.8% | -140.2% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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