+1,038.7%
ACN vs XHB
+172.3%
+866.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 3M | +41.5% | -6.3% | +47.8% | +45.0% |
| 6M | +60.1% | +3.8% | +56.2% | +55.6% |
| YTD | -3.9% | +0.1% | -4.1% | -6.0% |
| 1Y | +4.1% | -0.8% | +4.9% | +2.3% |
| 3Y | -15.9% | +35.6% | -51.5% | -29.7% |
| 5Y | -26.3% | +29.6% | -55.9% | -37.8% |
| 10Y | +148.2% | +237.5% | -89.3% | +40.1% |
| All | +1,038.7% | +172.3% | +866.4% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling