+96.8%
ACN vs STM
+657.5%
-560.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.7% |
| 7D | -1.5% | +5.8% | -7.3% | -2.7% |
| 30D | +9.4% | -1.0% | +10.4% | +9.3% |
| 3M | +5.6% | -33.3% | +38.9% | +12.3% |
| 6M | -9.3% | +57.4% | -66.6% | -25.3% |
| YTD | -29.0% | +102.2% | -131.2% | -46.0% |
| 1Y | -24.7% | +99.6% | -124.3% | -42.9% |
| 3Y | -39.8% | +14.5% | -54.3% | -48.9% |
| 5Y | -40.9% | +21.4% | -62.3% | -52.3% |
| All | +96.8% | +657.5% | -560.7% | +17.8% |
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