+1,697.2%
ACN vs STT
+513.3%
+1,183.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +9.4% | +3.9% | +5.5% | +8.1% |
| 3M | +5.6% | +20.0% | -14.3% | 0.0% |
| 6M | -9.3% | +55.3% | -64.6% | -20.4% |
| YTD | -29.0% | +53.3% | -82.3% | -37.5% |
| 1Y | -24.7% | +74.7% | -99.4% | -36.2% |
| 3Y | -39.8% | +205.8% | -245.7% | -57.0% |
| 5Y | -40.9% | +145.0% | -185.9% | -55.9% |
| 10Y | +91.1% | +266.0% | -174.9% | +22.4% |
| All | +1,697.2% | +513.3% | +1,183.9% | +520.2% |
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