-22.6%
ACN vs XLC
+40.7%
-63.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.4% |
| 7D | +1.6% | +6.2% | -4.7% | -2.9% |
| 30D | +24.6% | -2.4% | +27.0% | +26.6% |
| 3M | +46.2% | -3.3% | +49.5% | +49.4% |
| 6M | +46.2% | -7.3% | +53.5% | +54.2% |
| YTD | -0.9% | -7.6% | +6.8% | +4.8% |
| 1Y | +8.8% | -3.7% | +12.4% | +11.4% |
| 3Y | -14.3% | +62.9% | -77.2% | -41.4% |
| 5Y | -22.6% | +41.6% | -64.3% | -43.1% |
| All | -22.6% | +40.7% | -63.4% | -43.1% |
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 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