+2,427.5%
ACN vs STT
+422.7%
+2,004.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.9% | -2.5% | +3.4% | +1.6% |
| 30D | +33.5% | -5.0% | +38.5% | +35.3% |
| 3M | +53.5% | -10.5% | +63.9% | +57.8% |
| 6M | +52.2% | +10.0% | +42.2% | +47.2% |
| YTD | -0.1% | +30.7% | -30.8% | -8.3% |
| 1Y | +11.0% | +43.8% | -32.7% | -0.8% |
| 3Y | -11.8% | +168.1% | -179.9% | -34.6% |
| 5Y | -22.8% | +101.4% | -124.2% | -39.1% |
| 10Y | +162.4% | +211.3% | -48.9% | +75.7% |
| All | +2,427.5% | +422.7% | +2,004.8% | +810.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling