-44.0%
ACN vs XHB
+34.8%
-78.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | -6.3% | -1.9% | -4.4% | -5.5% |
| 30D | -1.4% | -8.3% | +6.9% | +2.3% |
| 3M | +2.6% | -7.1% | +9.7% | +4.9% |
| 6M | -14.3% | -5.3% | -9.0% | -13.8% |
| YTD | -33.1% | -3.2% | -29.9% | -33.7% |
| 1Y | -28.8% | -13.9% | -14.9% | -25.3% |
| 3Y | -43.0% | +24.9% | -67.9% | -54.3% |
| 5Y | -44.0% | +34.5% | -78.5% | -58.5% |
| All | -44.0% | +34.8% | -78.9% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling