-25.8%
ACN vs XLP
+44.5%
-70.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -1.0% |
| 7D | -3.8% | +2.5% | -6.4% | -5.9% |
| 30D | +16.5% | +7.3% | +9.2% | +10.1% |
| 3M | +41.5% | +8.1% | +33.4% | +33.0% |
| 6M | +60.1% | +10.5% | +49.6% | +48.4% |
| YTD | -3.9% | +21.2% | -25.1% | -18.4% |
| 1Y | +4.1% | +22.7% | -18.6% | -12.5% |
| 3Y | -15.9% | +44.8% | -60.7% | -40.7% |
| All | -25.8% | +44.5% | -70.2% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling