-24.4%
ACN vs TE
-80.5%
+56.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.0% |
| 7D | -4.0% | -22.0% | +18.0% | -3.4% |
| 30D | +19.0% | -33.6% | +52.6% | +20.2% |
| 3M | +42.2% | -61.1% | +103.3% | +46.0% |
| 6M | +50.1% | -64.7% | +114.9% | +51.7% |
| YTD | -2.7% | -68.1% | +65.4% | -2.5% |
| 1Y | +7.6% | -51.7% | +59.3% | +4.2% |
| 3Y | -15.9% | +42.0% | -57.9% | -32.2% |
| 5Y | -24.4% | -80.8% | +56.4% | -25.3% |
| All | -24.4% | -80.5% | +56.2% | -25.3% |
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