+11.9%
ACN vs XLC
-5.6%
+17.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.5% | +0.3% | +1.4% |
| 7D | +8.6% | +1.8% | +6.8% | +7.2% |
| 30D | +36.6% | -6.0% | +42.5% | +42.9% |
| 3M | +56.3% | -6.0% | +62.3% | +63.6% |
| 6M | +49.7% | -9.1% | +58.7% | +59.2% |
| YTD | +1.3% | -10.0% | +11.4% | +9.8% |
| 1Y | +11.9% | -5.8% | +17.7% | +19.5% |
| All | +11.9% | -5.6% | +17.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling