-42.9%
ACN vs XLC
+37.3%
-80.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -3.8% |
| 7D | -4.8% | +0.6% | -5.4% | -5.2% |
| 30D | +1.9% | +0.2% | +1.6% | +1.7% |
| 3M | +3.9% | +0.6% | +3.2% | +3.5% |
| 6M | -15.0% | -4.5% | -10.5% | -12.1% |
| YTD | -31.9% | -4.7% | -27.2% | -29.4% |
| 1Y | -28.5% | -1.7% | -26.9% | -27.6% |
| 3Y | -41.9% | +72.3% | -114.2% | -61.8% |
| 5Y | -42.9% | +37.8% | -80.6% | -56.7% |
| All | -42.9% | +37.3% | -80.1% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling