+156.3%
ACN vs TAP
-49.5%
+205.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | -2.5% | -7.8% | +5.3% | -0.1% |
| 30D | +22.6% | +7.1% | +15.5% | +20.2% |
| 3M | +45.9% | -7.0% | +53.0% | +49.1% |
| 6M | +43.8% | -3.8% | +47.6% | +45.7% |
| YTD | -2.5% | -11.7% | +9.2% | +0.7% |
| 1Y | +6.5% | -10.1% | +16.6% | +9.3% |
| 3Y | -14.2% | -23.7% | +9.5% | -9.2% |
| 5Y | -24.4% | +2.9% | -27.3% | -28.1% |
| 10Y | +156.3% | -49.5% | +205.8% | +156.5% |
| All | +156.3% | -49.5% | +205.8% | +156.5% |
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