+156.3%
ACN vs XLP
+130.4%
+25.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -3.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +22.6% | +8.9% | +13.7% | +13.6% |
| 3M | +45.9% | +7.5% | +38.4% | +36.8% |
| 6M | +43.8% | +9.4% | +34.4% | +33.1% |
| YTD | -2.5% | +19.3% | -21.7% | -17.6% |
| 1Y | +6.5% | +21.7% | -15.3% | -11.8% |
| 3Y | -14.2% | +44.0% | -58.1% | -40.7% |
| 5Y | -24.4% | +42.8% | -67.2% | -47.2% |
| 10Y | +156.3% | +128.8% | +27.5% | +24.0% |
| All | +156.3% | +130.4% | +25.9% | +24.0% |
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