+2,408.2%
ACN vs XLB
+704.9%
+1,703.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +1.6% | +0.5% | +1.1% | +1.1% |
| 30D | +24.6% | +6.9% | +17.7% | +19.2% |
| 3M | +46.2% | -0.2% | +46.4% | +46.2% |
| 6M | +46.2% | +3.3% | +42.9% | +42.4% |
| YTD | -0.9% | +18.0% | -18.9% | -12.5% |
| 1Y | +8.8% | +24.2% | -15.5% | -7.3% |
| 3Y | -14.3% | +44.7% | -59.0% | -34.6% |
| 5Y | -22.6% | +31.6% | -54.2% | -36.7% |
| 10Y | +153.7% | +164.2% | -10.5% | +30.9% |
| All | +2,408.2% | +704.9% | +1,703.3% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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