+151.4%
ACN vs STM
+468.1%
-316.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.5% |
| 7D | -4.0% | +1.4% | -5.5% | -4.6% |
| 30D | +19.0% | -8.4% | +27.4% | +20.0% |
| 3M | +42.2% | -15.8% | +58.0% | +44.8% |
| 6M | +50.1% | -22.8% | +73.0% | +48.6% |
| YTD | -2.7% | +79.4% | -82.1% | -25.7% |
| 1Y | +7.6% | +97.0% | -89.4% | -20.1% |
| 3Y | -15.9% | +14.2% | -30.1% | -30.6% |
| 5Y | -24.4% | -4.5% | -19.9% | -36.3% |
| 10Y | +151.4% | +463.1% | -311.7% | +49.8% |
| All | +151.4% | +468.1% | -316.7% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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