+1,697.2%
ACN vs TAP
+173.4%
+1,523.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -1.5% | -2.3% | +0.8% | -0.9% |
| 30D | +9.4% | -2.1% | +11.5% | +10.0% |
| 3M | +5.6% | +6.6% | -1.0% | +3.8% |
| 6M | -9.3% | -11.5% | +2.2% | -6.0% |
| YTD | -29.0% | -10.3% | -18.7% | -26.9% |
| 1Y | -24.7% | -14.4% | -10.3% | -21.6% |
| 3Y | -39.8% | -28.3% | -11.5% | -35.0% |
| 5Y | -40.9% | +1.7% | -42.6% | -43.7% |
| 10Y | +91.1% | -49.2% | +140.3% | +112.3% |
| All | +1,697.2% | +173.4% | +1,523.8% | +1,110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling