-11.8%
ACN vs XLP
+42.1%
-53.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.9% |
| 7D | +0.9% | +0.7% | +0.1% | +0.4% |
| 30D | +33.5% | +10.3% | +23.3% | +26.0% |
| 3M | +53.5% | +6.5% | +46.9% | +47.8% |
| 6M | +52.2% | +8.4% | +43.8% | +45.9% |
| YTD | -0.1% | +18.2% | -18.3% | -9.7% |
| 1Y | +11.0% | +22.4% | -11.4% | -1.7% |
| 3Y | -11.8% | +41.9% | -53.7% | -26.9% |
| All | -11.8% | +42.1% | -53.9% | -26.9% |
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 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