+88.7%
ACN vs TAP
-52.1%
+140.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -2.9% |
| 7D | -4.8% | -2.3% | -2.5% | -4.2% |
| 30D | +1.9% | -9.4% | +11.3% | +4.8% |
| 3M | +3.9% | -0.8% | +4.7% | +4.3% |
| 6M | -15.0% | -14.7% | -0.3% | -11.2% |
| YTD | -31.9% | -13.9% | -18.0% | -29.2% |
| 1Y | -28.5% | -18.6% | -9.9% | -24.7% |
| 3Y | -41.9% | -32.0% | -9.9% | -36.6% |
| 5Y | -42.9% | -1.0% | -41.9% | -45.2% |
| 10Y | +88.7% | -51.4% | +140.1% | +96.3% |
| All | +88.7% | -52.1% | +140.8% | +96.3% |
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