+156.2%
ACN vs XLP
+136.1%
+20.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.5% |
| 7D | +1.6% | +2.3% | -0.8% | -0.6% |
| 30D | +24.6% | +9.1% | +15.5% | +15.2% |
| 3M | +46.2% | +7.9% | +38.3% | +36.6% |
| 6M | +46.2% | +9.6% | +36.6% | +35.0% |
| YTD | -0.9% | +19.4% | -20.3% | -16.5% |
| 1Y | +8.8% | +22.4% | -13.6% | -10.5% |
| 3Y | -14.3% | +43.2% | -57.4% | -40.6% |
| 5Y | -22.6% | +42.6% | -65.2% | -46.0% |
| All | +156.2% | +136.1% | +20.1% | +14.9% |
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