-44.0%
ACN vs TE
-43.0%
-1.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.7% |
| 7D | -6.3% | +15.0% | -21.3% | -6.8% |
| 30D | -1.4% | -7.5% | +6.2% | -1.2% |
| 3M | +2.6% | -42.0% | +44.5% | +3.9% |
| 6M | -14.3% | -31.4% | +17.1% | -15.1% |
| YTD | -33.1% | -26.5% | -6.6% | -34.6% |
| 1Y | -28.8% | +153.1% | -181.9% | -37.4% |
| 3Y | -43.0% | -20.7% | -22.3% | -46.3% |
| 5Y | -44.0% | -45.4% | +1.4% | -46.3% |
| All | -44.0% | -43.0% | -1.0% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling