+156.5%
ACN vs XLP
+126.4%
+30.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.6% |
| 7D | +0.9% | +0.7% | +0.1% | +0.2% |
| 30D | +33.5% | +10.3% | +23.3% | +22.4% |
| 3M | +53.5% | +6.5% | +46.9% | +45.1% |
| 6M | +52.2% | +8.4% | +43.8% | +42.2% |
| YTD | -0.1% | +18.2% | -18.3% | -14.9% |
| 1Y | +11.0% | +22.4% | -11.4% | -8.5% |
| 3Y | -11.8% | +41.9% | -53.7% | -38.2% |
| 5Y | -22.8% | +40.9% | -63.7% | -45.4% |
| All | +156.5% | +126.4% | +30.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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