+92.0%
ACN vs XLP
+101.7%
-9.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.6% |
| 7D | -1.5% | -1.0% | -0.5% | -0.6% |
| 30D | +9.4% | -0.9% | +10.2% | +10.2% |
| 3M | +5.6% | +3.8% | +1.8% | +2.7% |
| 6M | -9.3% | -1.7% | -7.5% | -7.9% |
| YTD | -29.0% | +10.3% | -39.2% | -35.6% |
| 1Y | -24.7% | +7.8% | -32.5% | -30.3% |
| 3Y | -39.8% | +27.2% | -67.0% | -53.3% |
| 5Y | -40.9% | +32.5% | -73.4% | -55.9% |
| All | +92.0% | +101.7% | -9.7% | +0.4% |
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