+1,697.2%
ACN vs XLB
+695.0%
+1,002.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | -1.5% | -1.4% | -0.1% | -0.6% |
| 30D | +9.4% | -0.4% | +9.7% | +9.6% |
| 3M | +5.6% | +2.0% | +3.7% | +4.2% |
| 6M | -9.3% | +1.8% | -11.1% | -11.2% |
| YTD | -29.0% | +16.6% | -45.6% | -36.7% |
| 1Y | -24.7% | +16.9% | -41.6% | -33.0% |
| 3Y | -39.8% | +32.6% | -72.4% | -51.2% |
| 5Y | -40.9% | +35.6% | -76.6% | -52.6% |
| 10Y | +91.1% | +160.0% | -68.9% | -0.3% |
| All | +1,697.2% | +695.0% | +1,002.3% | +243.1% |
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