-10.2%
ACN vs XLP
+43.9%
-54.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +7.3% | +3.5% | +3.8% | +4.9% |
| 30D | +38.2% | +11.6% | +26.7% | +29.3% |
| 3M | +56.6% | +7.6% | +48.9% | +49.7% |
| 6M | +51.1% | +10.0% | +41.1% | +43.5% |
| YTD | +1.7% | +19.7% | -18.1% | -8.9% |
| 1Y | +10.1% | +23.5% | -13.4% | -3.1% |
| All | -10.2% | +43.9% | -54.1% | -26.2% |
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