+7.6%
ACN vs XLP
+22.6%
-15.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.2% |
| 7D | -4.0% | -0.5% | -3.5% | -3.6% |
| 30D | +19.0% | +8.3% | +10.7% | +12.7% |
| 3M | +42.2% | +8.7% | +33.5% | +34.6% |
| 6M | +50.1% | +11.2% | +39.0% | +42.7% |
| YTD | -2.7% | +20.0% | -22.7% | -14.9% |
| 1Y | +7.6% | +21.3% | -13.8% | -7.0% |
| All | +7.6% | +22.6% | -15.0% | -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