-25.8%
ACN vs XHB
+28.9%
-54.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.8% | -0.2% | -3.6% | -3.9% |
| 30D | +16.5% | +9.9% | +6.6% | +11.7% |
| 3M | +41.5% | -6.3% | +47.8% | +45.0% |
| 6M | +60.1% | +3.8% | +56.2% | +54.9% |
| YTD | -3.9% | +0.1% | -4.1% | -6.3% |
| 1Y | +4.1% | -0.8% | +4.9% | +1.9% |
| 3Y | -15.9% | +35.6% | -51.5% | -35.8% |
| All | -25.8% | +28.9% | -54.7% | -44.1% |
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