-40.6%
ACN vs STRL
+2,010.6%
-2,051.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.8% | -9.1% | -3.4% |
| 7D | -1.5% | +3.4% | -4.9% | -1.6% |
| 30D | +9.4% | -9.2% | +18.6% | +9.4% |
| 3M | +5.6% | -51.0% | +56.7% | +7.7% |
| 6M | -9.3% | +15.8% | -25.0% | -14.0% |
| YTD | -29.0% | +58.9% | -87.8% | -35.2% |
| 1Y | -24.7% | +68.5% | -93.2% | -32.7% |
| 3Y | -39.8% | +485.2% | -525.0% | -58.6% |
| All | -40.6% | +2,010.6% | -2,051.2% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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