+86.8%
ACN vs VICR
+1,501.2%
-1,414.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.5% |
| 7D | -7.9% | -0.4% | -7.5% | -7.9% |
| 30D | -1.1% | -15.6% | +14.5% | 0.0% |
| 3M | +5.6% | -35.4% | +41.0% | +7.7% |
| 6M | -9.9% | +1.3% | -11.2% | -15.4% |
| YTD | -32.3% | +62.5% | -94.8% | -41.1% |
| 1Y | -25.3% | +255.5% | -280.8% | -42.5% |
| 3Y | -42.3% | +182.0% | -224.3% | -56.7% |
| 5Y | -43.5% | +42.9% | -86.4% | -56.1% |
| All | +86.8% | +1,501.2% | -1,414.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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