+7.0%
ACN vs XLP
+22.1%
-15.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -3.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +22.6% | +8.9% | +13.7% | +16.0% |
| 3M | +45.9% | +7.5% | +38.4% | +39.3% |
| 6M | +43.8% | +9.4% | +34.4% | +37.3% |
| YTD | -2.5% | +19.3% | -21.7% | -13.4% |
| All | +7.0% | +22.1% | -15.1% | -7.0% |
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 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