+24.0%
ACN vs XLC
+142.6%
-118.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.7% |
| 7D | -7.9% | -1.7% | -6.2% | -6.6% |
| 30D | -1.1% | +0.2% | -1.3% | -1.2% |
| 3M | +5.6% | +0.7% | +4.9% | +5.1% |
| 6M | -9.9% | -4.5% | -5.5% | -6.7% |
| YTD | -32.3% | -4.7% | -27.6% | -29.6% |
| 1Y | -25.3% | -1.5% | -23.8% | -24.5% |
| 3Y | -42.3% | +72.2% | -114.5% | -63.4% |
| 5Y | -43.5% | +39.3% | -82.8% | -57.7% |
| All | +24.0% | +142.6% | -118.6% | -46.1% |
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