-39.5%
ACN vs XLP
+27.4%
-67.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | -1.5% | -1.0% | -0.5% | -0.9% |
| 30D | +9.4% | -0.9% | +10.2% | +9.9% |
| 3M | +5.6% | +3.8% | +1.8% | +4.5% |
| 6M | -9.3% | -1.7% | -7.5% | -8.0% |
| YTD | -29.0% | +10.3% | -39.2% | -33.1% |
| 1Y | -24.7% | +7.8% | -32.5% | -28.1% |
| All | -39.5% | +27.4% | -67.0% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling