+151.4%
ACN vs XLP
+137.2%
+14.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.3% |
| 7D | -4.0% | -0.5% | -3.5% | -3.6% |
| 30D | +19.0% | +8.3% | +10.7% | +10.6% |
| 3M | +42.2% | +8.7% | +33.5% | +31.9% |
| 6M | +50.1% | +11.2% | +39.0% | +36.8% |
| YTD | -2.7% | +20.0% | -22.7% | -18.4% |
| 1Y | +7.6% | +21.3% | -13.8% | -10.7% |
| 3Y | -15.9% | +43.8% | -59.7% | -41.9% |
| 5Y | -24.4% | +43.3% | -67.7% | -47.5% |
| 10Y | +151.4% | +136.8% | +14.6% | +12.2% |
| All | +151.4% | +137.2% | +14.2% | +12.2% |
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