+156.3%
ACN vs STT
+211.9%
-55.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -3.5% |
| 7D | -2.5% | +0.9% | -3.4% | -2.9% |
| 30D | +22.6% | -2.3% | +25.0% | +23.4% |
| 3M | +45.9% | -7.0% | +52.9% | +49.2% |
| 6M | +43.8% | +15.5% | +28.3% | +35.0% |
| YTD | -2.5% | +35.6% | -38.1% | -14.3% |
| 1Y | +6.5% | +47.9% | -41.4% | -9.6% |
| 3Y | -14.2% | +181.1% | -195.3% | -44.0% |
| 5Y | -24.4% | +108.2% | -132.6% | -46.5% |
| 10Y | +156.3% | +201.0% | -44.7% | +56.6% |
| All | +156.3% | +211.9% | -55.5% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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