-25.3%
ACN vs XHB
-16.2%
-9.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -7.9% | -5.2% | -2.6% | -7.3% |
| 30D | -1.1% | -12.1% | +11.1% | +0.3% |
| 3M | +5.6% | -6.2% | +11.8% | +5.6% |
| 6M | -9.9% | -6.7% | -3.2% | -9.8% |
| YTD | -32.3% | -5.5% | -26.9% | -32.2% |
| 1Y | -25.3% | -15.6% | -9.7% | -23.2% |
| All | -25.3% | -16.2% | -9.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling