+78.2%
ACN vs XLC
+137.1%
-58.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.5% |
| 7D | -4.0% | +3.5% | -7.5% | -6.7% |
| 30D | +19.0% | -2.6% | +21.6% | +21.1% |
| 3M | +42.2% | -2.1% | +44.3% | +44.0% |
| 6M | +50.1% | -5.5% | +55.6% | +56.5% |
| YTD | -2.7% | -6.9% | +4.2% | +2.6% |
| 1Y | +7.6% | -3.7% | +11.3% | +10.3% |
| 3Y | -15.9% | +64.2% | -80.1% | -44.6% |
| 5Y | -24.4% | +43.0% | -67.4% | -44.9% |
| All | +78.2% | +137.1% | -58.8% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling