+4.3%
ACN vs XLP
+20.7%
-16.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.1% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | +17.0% | +8.2% | +8.9% | +11.0% |
| 3M | +39.9% | +7.7% | +32.1% | +33.2% |
| 6M | +50.2% | +9.3% | +40.9% | +42.9% |
| YTD | -4.2% | +19.5% | -23.6% | -16.0% |
| 1Y | +4.3% | +21.0% | -16.7% | -9.8% |
| All | +4.3% | +20.7% | -16.4% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling