+30.2%
ACN vs XLC
+143.7%
-113.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.4% |
| 7D | -1.5% | -0.8% | -0.7% | -0.8% |
| 30D | +9.4% | +1.0% | +8.3% | +8.5% |
| 3M | +5.6% | -0.7% | +6.3% | +6.3% |
| 6M | -9.3% | -5.1% | -4.1% | -5.4% |
| YTD | -29.0% | -4.3% | -24.7% | -26.4% |
| 1Y | -24.7% | -0.6% | -24.1% | -24.4% |
| 3Y | -39.8% | +72.7% | -112.5% | -61.9% |
| 5Y | -40.9% | +38.0% | -78.9% | -55.4% |
| All | +30.2% | +143.7% | -113.6% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling