-1.3%
ACN vs TE
-52.9%
+51.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.3% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +2.1% | -5.9% | +8.0% | +2.2% |
| 3M | +11.1% | -45.6% | +56.7% | +12.8% |
| 6M | -6.8% | -43.4% | +36.5% | -6.8% |
| YTD | -30.0% | -31.0% | +0.9% | -31.3% |
| 1Y | -23.1% | +145.2% | -168.3% | -32.0% |
| 3Y | -40.4% | -24.1% | -16.3% | -44.6% |
| 5Y | -41.6% | -48.1% | +6.6% | -44.7% |
| All | -1.3% | -52.9% | +51.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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