+0.2%
ACN vs TE
-53.0%
+53.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.4% |
| 7D | -1.5% | -4.0% | +2.4% | -1.4% |
| 30D | +9.4% | -15.9% | +25.3% | +9.9% |
| 3M | +5.6% | -60.5% | +66.2% | +8.9% |
| 6M | -9.3% | -35.2% | +26.0% | -9.9% |
| YTD | -29.0% | -31.1% | +2.2% | -30.3% |
| 1Y | -24.7% | +148.6% | -173.3% | -33.4% |
| 3Y | -39.8% | -26.4% | -13.4% | -43.8% |
| 5Y | -40.9% | -48.0% | +7.1% | -44.1% |
| All | +0.2% | -53.0% | +53.1% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling