+151.8%
ACN vs TAP
-47.7%
+199.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -5.7% | -6.3% | +0.6% | -3.8% |
| 30D | +17.0% | +2.7% | +14.3% | +16.1% |
| 3M | +39.9% | -3.7% | +43.6% | +41.6% |
| 6M | +50.2% | -2.0% | +52.2% | +51.4% |
| YTD | -4.2% | -12.3% | +8.2% | -0.8% |
| 1Y | +4.3% | -10.1% | +14.4% | +7.1% |
| 3Y | -17.1% | -25.3% | +8.2% | -11.7% |
| 5Y | -26.5% | -1.9% | -24.5% | -29.0% |
| All | +151.8% | -47.7% | +199.5% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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